1 citations · 1 across the 9 of their papers we have counts for
4 papers · 1 filter
Multilevel Main Effects Matrix Factor Model
Kaixin Liu, Clifford Lam, Zetai Cen
We propose a multilevel main effects matrix factor model (MMEFM) to extract meaningful row and column effects from groups of matrix data. As a generalization of a multilevel matrix…
Multiple Change Point Detection in the Mean and Covariance of High-Dimensional Matrix Time Series
Zetai Cen, Haeran Cho
This paper studies simultaneous change point detection in the first- and second-order structures of high-dimensional matrix-valued time series. Specifically, we extend the framewor…
Identification and Estimation of Multi-order Tensor Factor Models
Zetai Cen
We propose a novel framework in high-dimensional factor models to simultaneously analyze multiple tensor time series, each with potentially different tensor orders and dimensionali…
Inference on Dynamic Spatial Autoregressive Models with Change Point Detection
Zetai Cen, Yudong Chen, Clifford Lam
We analyze a varying-coefficient dynamic spatial autoregressive model with spatial fixed effects. One salient feature of the model is the incorporation of multiple spatial weight m…