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data analysis 1 matrix-valued time-series 1 statistical units 1
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English 1
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Antille, Gerard 1
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Applied Econometrics 1
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Descriptive Analysis of Matrix-Valued Time-Series
Antille, Gerard - In: Applied Econometrics 8 (2007) 4, pp. 45-54
-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 …
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