Temporal dependence and bank efficiency drivers in OECD: A stochastic DEA-ratio approach based on generalized auto-regressive moving averages.
Peter Fernandes WankeFernando RojasYong TanJorge Junio Moreira AntunesPublished in: Expert Syst. Appl. (2023)
Keyphrases
- autoregressive
- moving average
- multivariate time series
- non stationary
- state space model
- data envelopment analysis
- moving objects
- generalized linear
- dea model
- computational complexity
- temporal data
- multivariate time series data
- random field models
- information retrieval
- temporal information
- sar images
- parameter estimation
- video sequences