High-Dimensional Matrix-Variate Diffusion Index Models for Time Series Forecasting

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ma, Zhiren, Zhao, Qian, Zhang, Riquan, Gao, Zhaoxing
Format:	Preprint
Published:	2025
Subjects:	Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2508.04259