Denoising and Multilinear Projected-Estimation of High-Dimensional Matrix-Variate Factor Time Series
Fuente:
arXiv
Guardado en:
| Autores principales: | Gao, Zhaoxing, Tsay, Ruey S. |
|---|---|
| Formato: | Preprint |
| Publicado: |
2023
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| Materias: | |
| Acceso en línea: | |
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