On a matrix-valued autoregressive model (Q6655919)
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scientific article; zbMATH DE number 7960949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a matrix-valued autoregressive model |
scientific article; zbMATH DE number 7960949 |
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On a matrix-valued autoregressive model (English)
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27 December 2024
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variance-covariance matrix
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cross-autocorrelation matrix
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stationarity
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estimation
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