2 papers
stat.ME2019
Factor Models for High-Dimensional Tensor Time Series
Rong Chen, Dan Yang, Cun-hui Zhang
Large tensor (multi-dimensional array) data are now routinely collected in a wide range of applications, due to modern data collection capabilities. Often such observations are tak…
stat.ME2018
Autoregressive Models for Matrix-Valued Time Series
Rong Chen, Han Xiao, Dan Yang
In finance, economics and many other fields, observations in a matrix form are often generated over time. For example, a set of key economic indicators are regularly reported in di…