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Factor and Autoregressive Models for Tensor Time Series

Zebang Li, Dan Yang, Ruofan Yu, Rong Chen, Han Xiao, Yuefeng Han

Last update: 7 May 2023

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

Software version identifier: 1.0.0, 1.0.1

Cites work

• Factor Models for High-Dimensional Tensor Time Series
• Autoregressive models for matrix-valued time series
• Multi-linear Tensor Autoregressive Models
• Tensor Factor Model Estimation by Iterative Projection

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