Tensor Factor Model Estimation by Iterative Projection

4 June 2020

Papers citing "Tensor Factor Model Estimation by Iterative Projection"

4 / 4 papers shown

Title
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 Weilin Chen Clifford Lam AI4TS 38 1 0 12 May 2024
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 Clifford Lam Q. Yao 41 479 0 04 Jun 2012