2 ms·
Do you have a reference for fitting matrix-valued time series with nonlinear criteria? I'm familiar with the standard Box-Jenkins methods but I usually see tha
by mccourt 10y ago
Do you have a reference for fitting matrix-valued time series with nonlinear criteria? I'm familiar with the standard Box-Jenkins methods but I usually see that done with linear least-squares methods. I'd love to up my game on that front.
- apathy 10y agoI'm buried under manuscripts right now but making a mental note to look up Mike West's notes when I get home.