Pages that link to "Item:Q1739643"
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The following pages link to Factor models for matrix-valued high-dimensional time series (Q1739643):
Displaying 23 items.
- Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging (Q87476) (← links)
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
- Editorial for the special issue on financial engineering and risk management for JoE (Q1739626) (← links)
- Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
- Rank determination in tensor factor model (Q2136659) (← links)
- Threshold factor models for high-dimensional time series (Q2305974) (← links)
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
- Adaptive singular value shrinkage estimate for low rank tensor denoising (Q5041692) (← links)
- Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees (Q5066457) (← links)
- Matrix Autoregressive Spatio-Temporal Models (Q5066496) (← links)
- Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (Q5130622) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
- Comment on “Factor Models for High-Dimensional Tensor Time Series” (Q5881067) (← links)
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
- Simultaneous Cluster Structure Learning and Estimation of Heterogeneous Graphs for Matrix-Variate fMRI Data (Q6079710) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- One-way or two-way factor model for matrix sequences? (Q6108337) (← links)
- Matrix-variate data analysis by two-way factor model with replicated observations (Q6137835) (← links)
- Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)
- On singular values of data matrices with general independent columns (Q6172191) (← links)
- (Q6200368) (← links)