Additive autoregressive models for matrix valued time series

DOI10.1111/JTSA.12718MaRDI QIDQ6128253

Hong-Fan Zhang

Publication date: 15 April 2024

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

zbMATH Keywords

hypothesis testautoregressionalternating least squaresGershgorin's circle theoremequality constrained optimizationadditive effectmatrix valued time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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