scientific article; zbMATH DE number 7822717

DOI10.12386/A20190057MaRDI QIDQ6200368

Shujin Wu, Unnamed Author

Publication date: 22 March 2024

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

parameter estimationlikelihood ratio testwhite noise testtime series with matrix cross-section data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Cites Work

• Unnamed Item
• Factor models for matrix-valued high-dimensional time series
• Generalized autoregressive conditional heteroscedasticity
• Bayesian analysis of matrix normal graphical models
• Modeling Multiple Times Series with Applications
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Wavelet analysis of matrix–valued time–series
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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