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Matrix-variate time series analysis: a brief review and some new developments - MaRDI portal

Matrix-variate time series analysis: a brief review and some new developments (Q6612365)

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scientific article; zbMATH DE number 7920298
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English
Matrix-variate time series analysis: a brief review and some new developments
scientific article; zbMATH DE number 7920298

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    Matrix-variate time series analysis: a brief review and some new developments (English)
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    30 September 2024
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    exponential smoothing
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    high dimension
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    multiplicative seasonal model
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    multivariate time series
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