Autoregressive models for matrix-valued time series (Q109413)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive models for matrix-valued time series |
scientific article |
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222
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1
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539-560
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May 2021
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24 March 2021
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Autoregressive models for matrix-valued time series (English)
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autoregressive
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bilinear
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economic indicators
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Kronecker product
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multivariate time series
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matrix-valued time series
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nearest Kronecker product projection
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prediction
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