Descriptive Analysis of Matrix-Valued Time-Series

In this article we present a technique of data analysis applied to three-dimensional tables as, for instance, matrix-valued time-series. The main goal of the method is to describe the evolution of the statistical units with respect to time in a space summarizing the set of matrices. Moreover, our technique points out similar statistical units provided by a classification of their trajectories.

MoreLess

Year of publication:	2007
Authors:	Antille, Gerard
Published in:	Applied Econometrics. - Publishing House "SINERGIA PRESS". - Vol. 8.2007, 4, p. 45-54
Publisher:	Publishing House "SINERGIA PRESS"
Subject:	matrix-valued time-series \| data analysis \| statistical units

More details

Extent:	application/pdf
Type of publication:	Article
Language:	English
Classification:	C10 - Econometric and Statistical Methods: General. General ; C80 - Data Collection and Data Estimation Methodology; Computer Programs. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009366485