Statistical Inference for High-Dimensional Matrix-Variate Factor Model

7 January 2020

Papers citing "Statistical Inference for High-Dimensional Matrix-Variate Factor Model"

2 / 2 papers shown

Title
Factor Strength Estimation in Vector and Matrix Time Series Factor Models Weilin Chen Clifford Lam AI4TS 25 1 0 12 May 2024
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 38 473 0 04 Jun 2012