Modelling matrix time series via a tensor CP-decomposition
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Cited in
(23)- On testing Kronecker product structure in tensor factor models
- Estimation and inference for large-dimensional generalized matrix factor models
- Estimation and inference for CP tensor factor models
- Inference on matrix-valued factor models under a fixed time horizon
- Estimation of tensor factor model by iterative least squares
- Structured regularization covariance estimation in tensor-valued data analysis
- Matrix-valued factor model with time-varying main effects
- Matrix GARCH Model: Inference and Application
- Robust factorization for high-dimensional matrix-variate observations
- CP factor model for dynamic tensors
- Quasi Maximum Likelihood Estimation for Large-Dimensional Matrix Factor Models
- Tensor time series imputation through tensor factor modelling
- General spatio-temporal factor models for high-dimensional random fields on a lattice
- Tensor factor model estimation by iterative projection
- Factor Network Autoregressions
- Statistical inference for large-dimensional tensor factor model by iterative projections
- Tail-robust factor modelling of vector and tensor time series in high dimensions
- Mixture matrix-valued autoregressive model
- Identification and estimation for matrix time-series CP-factor models
- A quasi-subspace iteration method for canonical polyadic decomposition to third order tensors
- Latent functional PARAFAC for modeling multidimensional longitudinal data
- Sparse factor model for high dimensional time series
- Envelope Matrix Autoregressive Models
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