Simultaneous Decorrelation of Matrix Time Series

DOI10.1080/01621459.2022.2151448MaRDI QIDQ6567891

Yuefeng Han, Cun-Hui Zhang, Qiwei Yao, Rong Chen

Publication date: 5 July 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

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