Factor Models for High-Dimensional Tensor Time Series
DOI10.1080/01621459.2021.1912757zbMath1506.62362arXiv1905.07530OpenAlexW3129086483MaRDI QIDQ5881065
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Publication date: 9 March 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.07530
dimension reductiontrafficunfoldingfactor modelsautocovariance matricesimport-exporteigen-analysiscross-covariance matricesdynamic transport networktensor time series
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Multilinear algebra, tensor calculus (15A69)
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