Man pages for MEFM
Perform MEFM Estimation on Matrix Time Series

est_FMEstimation of factor models on matrix time series
est_MEFMEstimation of MEFM on matrix time series
gen_MEFMData generation of matrix time series with MEFM structure
make_gammaAggregation of estimated error
make_xyConstruction of series for testing MEFM
qHatEstimated theta quantile based on a given series
sigmaD_MEFMHAC covariance estimator for asymptotic normality on each row...
MEFM documentation built on June 22, 2024, 10:42 a.m.