Matrix autoregressive models: generalization and Bayesian estimation (Q6645234)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Matrix autoregressive models: generalization and Bayesian estimation |
scientific article; zbMATH DE number 7950945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Matrix autoregressive models: generalization and Bayesian estimation |
scientific article; zbMATH DE number 7950945 |
Statements
Matrix autoregressive models: generalization and Bayesian estimation (English)
0 references
28 November 2024
0 references
autoregressive models
0 references
Bayesian estimation
0 references
bilinear autoregression
0 references
matrix-valued time series
0 references
multivariate time series
0 references
nearest Kronecker product projection
0 references
0 references
