Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging (Q87476)
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scientific article from arXiv
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| English | Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging |
scientific article from arXiv |
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8 August 2022
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11 March 2024
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stat.ME
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math.ST
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stat.TH
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Rank and factor loadings estimation in time series tensor factor model by pre-averaging (English)
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core rank tensor
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tensor fibres pre-averaging
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strongest factors projection
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iterative projection algorithm
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bootstrap tensor fibres
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