Conditional mean dimension reduction for tensor time series

DOI10.1016/j.csda.2024.107998zbMath1547.62019MaRDI QIDQ6626670

Chung Eun Lee, Xin Zhang

Publication date: 29 October 2024

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

dimension reductionnonlinearitytensor decompositionfactor modelmartingale difference divergencetensor time series

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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