The spatial-temporal lag model of matrix-valued time series and its application

DOI10.20142/J.CNKI.AMAS.202401046MaRDI QIDQ6654108

Lei Qin, Cheng-Cheng Liu, Ben-Chang Shia, Xiaomei Zhang

Publication date: 18 December 2024

Published in: Acta Mathematicae Applicatae Sinica (Search for Journal in Brave)

zbMATH Keywords

iterative least squaresmatrix-valued time seriestime-space lag regression

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

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