Denoising and Multilinear Projected-Estimation of High-Dimensional Matrix-Variate Factor Time Series

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gao, Zhaoxing, Tsay, Ruey S.
Format:	Preprint
Published:	2023
Subjects:	Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2309.02674