Autoregressive moving average model for matrix time series

DOI10.1080/24754269.2023.2262360OpenAlexW4387344280MaRDI QIDQ6178387

Shujin Wu, Ping Bi

Publication date: 18 January 2024

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2023.2262360

zbMATH Keywords

statistical inferenceautoregressive moving average modelbilinear modelmatrix time series

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Autoregressive models for matrix-valued time series
• Factor models for matrix-valued high-dimensional time series
• Bayesian analysis of matrix normal graphical models
• Wavelet analysis of matrix–valued time–series
• Applied Multivariate Statistical Analysis

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