Quasi Maximum Likelihood Estimation for Large-Dimensional Matrix Factor Models
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Cites work
- Applied multivariate statistical analysis.
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- Modelling matrix time series via a tensor CP-decomposition
- Parallel factoring of strata
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- Quasi maximum likelihood analysis of high dimensional constrained factor models
- Quasi-maximum likelihood estimation of break point in high-dimensional factor models
- Statistical analysis of factor models of high dimension
- Statistical Inference for High-Dimensional Matrix-Variate Factor Models
- Statistically optimal and computationally efficient low rank tensor completion from noisy entries
- Tensor Decompositions and Applications
- The asymptotic distributions of some estimators for a factor analysis model
- Two-way dynamic factor models for high-dimensional matrix-valued time series
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