{"title":"Matrix GARCH model: Inference and application*","authors":"Cheng Yu, Dong Li, Feiyu Jiang, Ke Zhu","doi":"10.1080/01621459.2024.2415719","DOIUrl":null,"url":null,"abstract":"Matrix-variate time series data are largely available in applications. However, no attempt has been made to study their conditional heteroskedasticity that is often observed in economic and financi...","PeriodicalId":17227,"journal":{"name":"Journal of the American Statistical Association","volume":"3 1","pages":""},"PeriodicalIF":3.0000,"publicationDate":"2024-10-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the American Statistical Association","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/01621459.2024.2415719","RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
Matrix-variate time series data are largely available in applications. However, no attempt has been made to study their conditional heteroskedasticity that is often observed in economic and financi...
期刊介绍：
Established in 1888 and published quarterly in March, June, September, and December, the Journal of the American Statistical Association ( JASA ) has long been considered the premier journal of statistical science. Articles focus on statistical applications, theory, and methods in economic, social, physical, engineering, and health sciences. Important books contributing to statistical advancement are reviewed in JASA .
JASA is indexed in Current Index to Statistics and MathSci Online and reviewed in Mathematical Reviews. JASA is abstracted by Access Company and is indexed and abstracted in the SRM Database of Social Research Methodology.
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