Comment on “Factor Models for High-Dimensional Tensor Time Series” by Rong Chen, Dan Yang, and Cun-Hui Zhang
DOI10.1080/01621459.2021.2018328zbMath1506.62368OpenAlexW4210801593MaRDI QIDQ5881066
Publication date: 9 March 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2021.2018328
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)
Cites Work
This page was built for publication: Comment on “Factor Models for High-Dimensional Tensor Time Series” by Rong Chen, Dan Yang, and Cun-Hui Zhang