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2208.04012
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Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging
8 August 2022
Weilin Chen
Clifford Lam
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ArXiv
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Papers citing
"Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging"
2 / 2 papers shown
Title
Factor Strength Estimation in Vector and Matrix Time Series Factor Models
Weilin Chen
Clifford Lam
AI4TS
38
1
0
12 May 2024
Factor modeling for high-dimensional time series: Inference for the number of factors
Clifford Lam
Q. Yao
41
476
0
04 Jun 2012
1