RTFA

MaRDI QIDQ66095CRANFDO

Authors Matteo Barigozzi, Lorenzo Trapani, Lingxiao Li, Yong He

Last update 10 April 2023

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 0.1.0

Cites work

• Robust estimation of large factor models for tensor-valued time series
• Statistical Inference for Large-dimensional Tensor Factor Model by Weighted/Unweighted Projection

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