33 citations · 65 across the 8 of their papers we have counts for
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stat.ME2020★ 33 cited
Rank Determination in Tensor Factor Model
Yuefeng Han, Rong Chen, Cun-Hui Zhang
Factor model is an appealing and effective analytic tool for high-dimensional time series, with a wide range of applications in economics, finance and statistics. This paper develo…
stat.ME2020★ 14 cited
Tensor Factor Model Estimation by Iterative Projection
Yuefeng Han, Rong Chen, Dan Yang +1
Tensor time series, which is a time series consisting of tensorial observations, has become ubiquitous. It typically exhibits high dimensionality. One approach for dimension reduct…