On a matrix-valued autoregressive model (Q6655919)

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scientific article; zbMATH DE number 7960949
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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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