110 citations · 630 across the 32 of their papers we have counts for
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stat.ME2021★ 41 cited
Modelling matrix time series via a tensor CP-decomposition
Jinyuan Chang, Jing He, Lin Yang +1
We consider to model matrix time series based on a tensor CP-decomposition. Instead of using an iterative algorithm which is the standard practice for estimating CP-decompositions,…
stat.ME2021
Simultaneous Decorrelation of Matrix Time Series
Yuefeng Han, Rong Chen, Cun-Hui Zhang +1
We propose a contemporaneous bilinear transformation for a matrix time series to alleviate the difficulties in modeling and forecasting matrix time series when and/…