On constrained estimation of graphical time series models Article Swipe

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Tsz P. Yuen , Heung Wong , Ka Fai Cedric Yiu ·

YOU? · · 2018 · Open Access · · DOI: https://doi.org/10.1016/j.csda.2018.01.019

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Autoregressive model Mathematics Covariance matrix Estimation of covariance matrices Series (stratigraphy) STAR model Covariance Autoregressive integrated moving average Identity matrix Applied mathematics Mathematical optimization Algorithm Time series Statistics Physics Eigenvalues and eigenvectors Paleontology Biology Quantum mechanics

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Type: article
Language: en
Landing Page: https://doi.org/10.1016/j.csda.2018.01.019
PDF: https://www.sciencedirect.com/science/article/pii/S0167947318300288
OA Status: bronze
Cited By: 9
References: 43
Related Works: 10
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DOI: https://doi.org/10.1016/j.csda.2018.01.019

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Title: On constrained estimation of graphical time series models

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Type: article

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Language: en

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Publication year: 2018

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Publication date: 2018-02-19

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Authors: Tsz P. Yuen, Heung Wong, Ka Fai Cedric Yiu

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Landing page: https://doi.org/10.1016/j.csda.2018.01.019

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PDF URL: https://www.sciencedirect.com/science/article/pii/S0167947318300288

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Concepts: Autoregressive model, Mathematics, Covariance matrix, Estimation of covariance matrices, Series (stratigraphy), STAR model, Covariance, Autoregressive integrated moving average, Identity matrix, Applied mathematics, Mathematical optimization, Algorithm, Time series, Statistics, Physics, Eigenvalues and eigenvectors, Paleontology, Biology, Quantum mechanics

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Cited by: 9

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Citations by year (recent): 2024: 1, 2022: 2, 2020: 3, 2019: 2, 2018: 1

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References (count): 43

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cited_by_percentile_year.min	90
corresponding_author_ids	https://openalex.org/A5080468416
countries_distinct_count	1
institutions_distinct_count	3
corresponding_institution_ids	https://openalex.org/I14243506
citation_normalized_percentile.value	0.86400809
citation_normalized_percentile.is_in_top_1_percent	False
citation_normalized_percentile.is_in_top_10_percent	False