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Robust Factor Analysis for Tensor Time Series

Lingxiao Li, Matteo Barigozzi, Lorenzo Trapani, 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

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

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