A Markov-switching dynamic matrix factor model for the high-dimensional matrix time series

Fuente: arXiv

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Bibliographic Details
Main Authors:	Yuan, Chaofeng, Xu, Sainan, Kong, Xingbing, Guo, Jianhua
Format:	Preprint
Published:	2025
Subjects:	Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.20005