Pages that link to "Item:Q5130622"
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The following pages link to Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (Q5130622):
Displaying 27 items.
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
- Factor models for matrix-valued high-dimensional time series (Q1739643) (← links)
- Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465) (← links)
- Doubly constrained factor models with applications (Q2828609) (← links)
- Matrix factorization for time series data (Q2993256) (← links)
- Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees (Q5066457) (← links)
- Matrix Autoregressive Spatio-Temporal Models (Q5066496) (← links)
- Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- One-way or two-way factor model for matrix sequences? (Q6108337) (← links)
- Determining the number of factors in constrained factor models via Bayesian information criterion (Q6134150) (← links)
- Matrix-variate data analysis by two-way factor model with replicated observations (Q6137835) (← links)
- Matrix Factor Analysis: From Least Squares to Iterative Projection (Q6150367) (← links)
- Statistical Inference for High-Dimensional Matrix-Variate Factor Models (Q6165291) (← links)
- An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings (Q6169187) (← links)
- On singular values of data matrices with general independent columns (Q6172191) (← links)
- Adaptively robust high-dimensional matrix factor analysis under Huber loss function (Q6541938) (← links)
- Simultaneous Decorrelation of Matrix Time Series (Q6567891) (← links)
- A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method (Q6581300) (← links)
- Matrix-variate time series analysis: a brief review and some new developments (Q6612365) (← links)
- Online change-point detection for matrix-valued time series with latent two-way factor structure (Q6621541) (← links)
- Conditional mean dimension reduction for tensor time series (Q6626670) (← links)
- Three-way data clustering based on the mean-mixture of matrix-variate normal distributions (Q6626683) (← links)
- The spatial-temporal lag model of matrix-valued time series and its application (Q6654108) (← links)
- On a matrix-valued autoregressive model (Q6655919) (← links)
- Stable reduced-rank VAR identification (Q6659251) (← links)
