Comments on “Factor Models for High-Dimensional Tensor Time Series”

DOI10.1080/01621459.2022.2028630zbMATH Open1506.62370OpenAlexW4281776432MaRDI QIDQ5881069FDOQ5881069

Ming Yuan, Author name not available (Why is that?)

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/10.1080/01621459.2022.2028630

zbMATH Keywords

factor modelsdimension reductiontrafficunfoldingautocovariance matricesimport-exporteigen-analysiscross-covariance matricesdynamic transport networktensor time series

Mathematics Subject Classification ID

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)

Cited In (1)

• High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition

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