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Tensor Factor Model Estimation by Iterative Projection

Tensor Factor Model Estimation by Iterative Projection

Yuefeng Han
Rong Chen
Dan Yang
Cun-Hui Zhang
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Papers citing "Tensor Factor Model Estimation by Iterative Projection"

4 / 4 papers shown
Title
Factor Augmented Tensor-on-Tensor Neural Networks
Factor Augmented Tensor-on-Tensor Neural Networks
Guanhao Zhou
Yuefeng Han
Xiufan Yu
32
1
0
30 May 2024
Factor Strength Estimation in Vector and Matrix Time Series Factor Models
Factor Strength Estimation in Vector and Matrix Time Series Factor Models
Weilin Chen
Clifford Lam
AI4TS
38
1
0
12 May 2024
Tensor Principal Component Analysis in High Dimensional CP Models
Tensor Principal Component Analysis in High Dimensional CP Models
Yuefeng Han
Cun-Hui Zhang
23
10
0
10 Aug 2021
Factor modeling for high-dimensional time series: Inference for the number of factors
Factor modeling for high-dimensional time series: Inference for the number of factors
Clifford Lam
Q. Yao
41
476
0
04 Jun 2012