High-dimensional low-rank tensor autoregressive time series modeling

Di Wang, Yao Zheng, Guodong Li

Type: Article

Publication Date: 2023-11-04

Citations: 13

DOI: https://doi.org/10.1016/j.jeconom.2023.105544

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Journal of Econometrics - View
arXiv (Cornell University) - View - PDF

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