Additive autoregressive models for matrix valued time series (Q6128253)
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scientific article; zbMATH DE number 7832529
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Additive autoregressive models for matrix valued time series |
scientific article; zbMATH DE number 7832529 |
Statements
Additive autoregressive models for matrix valued time series (English)
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15 April 2024
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additive effect
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alternating least squares
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autoregression
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equality constrained optimization
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Gershgorin's circle theorem
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hypothesis test
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matrix valued time series
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