5 citations · 5 across the 2 of their papers we have counts for
2 papers
stat.ME2025
Spatio-Temporal Autoregressions for High Dimensional Matrix-Valued Time Series
Baojun Dou, Jing He, Sudhir Tiwari +1
Motivated by predicting intraday trading volume curves, we consider two spatio-temporal autoregressive models for matrix time series, in which each column may represent daily tradi…
stat.ME2015★ 5 cited
Generalized Yule-Walker Estimation for Spatio-Temporal Models with Unknown Diagonal Coefficients
Baojun Dou, Maria Lucia Parrella, Qiwei Yao
We consider a class of spatio-temporal models which extend popular econometric spatial autoregressive panel data models by allowing the scalar coefficients for each location (or pa…