3 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…
math.ST2025
Estimation of High-dimensional Nonlinear Vector Autoregressive Models
Yuefeng Han, Likai Chen, Wei Biao Wu
High-dimensional vector autoregressive (VAR) models have numerous applications in fields such as econometrics, biology, climatology, among others. While prior research has mainly f…
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…