Network vector autoregressive moving average model

DOI10.4310/22-SII747OpenAlexW4365807649MaRDI QIDQ6073485

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Publication date: 16 September 2023

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/22-sii747

zbMATH Keywords

network datavector autoregressive moving averagehigh dimensional time seriesmodified least square estimator

Mathematics Subject Classification ID

Statistics (62-XX)

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