Tensor factor model estimation by iterative projection (Q7035871)
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scientific article; zbMATH DE number 7976238
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tensor factor model estimation by iterative projection |
scientific article; zbMATH DE number 7976238 |
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Tensor factor model estimation by iterative projection (English)
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29 January 2025
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factor model
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high-dimensional tensor data
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orthogonal projection
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time series
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Tucker decomposition
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