Comment on “Factor Models for High-Dimensional Tensor Time Series” by Rong Chen, Dan Yang, and Cun-Hui Zhang (Q5881066)
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scientific article; zbMATH DE number 7661367
Language | Label | Description | Also known as |
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English | Comment on “Factor Models for High-Dimensional Tensor Time Series” by Rong Chen, Dan Yang, and Cun-Hui Zhang |
scientific article; zbMATH DE number 7661367 |
Statements
Comment on “Factor Models for High-Dimensional Tensor Time Series” by Rong Chen, Dan Yang, and Cun-Hui Zhang (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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