Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging (Q87476)
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scientific article; zbMATH DE number 7815262
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| English | Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging |
scientific article; zbMATH DE number 7815262 |
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8 August 2022
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11 March 2024
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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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0.7892653942108154
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0.7693555355072021
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0.6968123316764832
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0.6936926245689392
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0.6917845606803894
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Clifford Lam
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