2 papers
stat.ME2026
Diffusion Index Forecasting with Tensor Data
Bin Chen, Yuefeng Han, Qiyang Yu
In this paper, we consider diffusion index forecasting with both tensor and non-tensor predictors, where the tensor structure is preserved with a Canonical Polyadic (CP) tensor fac…
stat.ME2025
Estimation and Inference for CP Tensor Factor Models
Bin Chen, Yuefeng Han, Qiyang Yu
High-dimensional tensor-valued data have recently gained attention from researchers in economics and finance. We consider the estimation and inference of high-dimensional tensor fa…