Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (Q5130622)
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scientific article; zbMATH DE number 7268002
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained Factor Models for High-Dimensional Matrix-Variate Time Series |
scientific article; zbMATH DE number 7268002 |
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Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (English)
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28 October 2020
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constrained eigen-analysis
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convergence in L2-norm
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dimension reduction
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factor model
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matrix-variate time series
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