CP factor model for dynamic tensors
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Cites work
- scientific article; zbMATH DE number 6474942 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
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- scientific article; zbMATH DE number 7306859 (Why is no real title available?)
- scientific article; zbMATH DE number 5040166 (Why is no real title available?)
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Cited in
(11)- Improving estimation of portfolio risk using new statistical factors
- Diffusion index forecasting with tensor data
- Factor Network Autoregressions
- Statistical inference for large-dimensional tensor factor model by iterative projections
- On testing Kronecker product structure in tensor factor models
- Estimation and inference for CP tensor factor models
- Inference on matrix-valued factor models under a fixed time horizon
- Tucker tensor factor models: matricization and mode-wise PCA estimation
- Estimation of tensor factor model by iterative least squares
- Structured regularization covariance estimation in tensor-valued data analysis
- Robust factorization for high-dimensional matrix-variate observations
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