Autoregressive moving average model for matrix time series

  • Shujin Wu*
  • , Ping Bi
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

In the paper, the autoregressive moving average model for matrix time series (MARMA) is investigated. The properties of the MARMA model are investigated by using the conditional least square estimation, the conditional maximum likelihood estimation, the projection theorem in Hilbert space and the decomposition technique of time series, which include necessary and sufficient conditions for stationarity and invertibility, model parameter estimation, model testing and model forecasting.

Original languageEnglish
Pages (from-to)318-335
Number of pages18
JournalStatistical Theory and Related Fields
Volume7
Issue number4
DOIs
StatePublished - 2023

Keywords

  • Matrix time series
  • autoregressive moving average model
  • bilinear model
  • statistical inference

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