Conditional mean dimension reduction for tensor time series
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Cites work
- Consistently determining the number of factors in multivariate volatility modelling
- Constrained Factor Models for High-Dimensional Matrix-Variate Time Series
- Dimension folding PCA and PFC for matrix-valued predictors
- Dimension reduction in time series
- Distance covariance in metric spaces
- Dynamic orthogonal components for multivariate time series
- Eigenvalue ratio test for the number of factors
- Estimation of latent factors for high-dimensional time series
- Factor modeling for high-dimensional time series: inference for the number of factors
- Factor models for matrix-valued high-dimensional time series
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- Likelihood-Based Dimension Folding on Tensor Data
- Martingale difference correlation and its use in high-dimensional variable screening
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
- Modified martingale difference correlations
- On dimension folding of matrix- or array-valued statistical objects
- STORE: sparse tensor response regression and neuroimaging analysis
- Sufficient dimension folding in regression via distance covariance for matrix‐valued predictors
- Tensor Decompositions and Applications
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
- Transformed contribution ratio test for the number of factors in static approximate factor models
- Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility
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