Factor Models for High-Dimensional Tensor Time Series (Q5881065)

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scientific article; zbMATH DE number 7661366
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    Factor Models for High-Dimensional Tensor Time Series
    scientific article; zbMATH DE number 7661366

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      Factor Models for High-Dimensional Tensor Time Series (English)
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      9 March 2023
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      autocovariance matrices
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      cross-covariance matrices
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      dimension reduction
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      dynamic transport network
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      eigen-analysis
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      factor models
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      import-export
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      tensor time series
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      traffic
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      unfolding
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