Mixture matrix-valued autoregressive model

Journal of Econometrics 2026 Open access

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Authors: Fei Wu, Kung‐Sik Chan
DOI: 10.1016/j.jeconom.2026.106245
Cited by: 0
References: 44

Fields of Study & Subjects

Complex Systems and Time Series Analysis

Publication details

Journal / source
Journal of Econometrics
Publisher
Elsevier BV
Volume
255
Pages
106245–106245
Publication date
21 April 2026
Language
EN