On constrained estimation of graphical time series models Article Swipe

PDF

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

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

Related Topics To Compare & Contrast

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

Metadata

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
OpenAlex ID: https://openalex.org/W2793315045

All OpenAlex metadata

Raw OpenAlex JSON

No additional metadata available.