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Comments on "Factor Models for High-Dimensional Tensor Time Series".

Authors :
Ouyang, Jialin
Yuan, Ming
Source :
Journal of the American Statistical Association. Mar2022, Vol. 117 Issue 537, p124-127. 4p.
Publication Year :
2022

Abstract

In particular, consider Graph HT <math display="block" xmlns="http://www.w3.org/1998/Math/MathML"><mrow><msub><mrow><mi>X</mi></mrow><mi>t</mi></msub><mo>=</mo><mi> </mi><mi>u</mi><msup><mrow><mi>v</mi></mrow><mi> </mi></msup><msub><mrow><mi>f</mi></mrow><mi>t</mi></msub><mo>+</mo><msub><mrow><mi>E</mi></mrow><mi>t</mi></msub><mo> </mo><msup><mrow><mi mathvariant="double-struck">R</mi></mrow><mrow><mi>d</mi><mo>×</mo><mi>d</mi></mrow></msup><mo>,</mo></mrow></math> ht (1) where Graph HT <math display="inline" xmlns="http://www.w3.org/1998/Math/MathML"><mrow><mi>u</mi><mo>,</mo><mi>v</mi><mo> </mo><msup><mrow><mi mathvariant="double-struck">R</mi></mrow><mi>d</mi></msup><mo>,</mo><mtext /><mo>|</mo><mo>|</mo><msub><mrow><mi>u</mi></mrow><mn>1</mn></msub><mo>|</mo><msub><mrow><mo>|</mo></mrow><mn>2</mn></msub><mo>=</mo><mo>|</mo><mo>|</mo><msub><mrow><mi>u</mi></mrow><mn>2</mn></msub><mo>|</mo><msub><mrow><mo>|</mo></mrow><mn>2</mn></msub><mo>=</mo><mn>1</mn></mrow></math> ht . [Extracted from the article]

Details

Language :
English
ISSN :
01621459
Volume :
117
Issue :
537
Database :
Academic Search Index
Journal :
Journal of the American Statistical Association
Publication Type :
Academic Journal
Accession number :
155952331
Full Text :
https://doi.org/10.1080/01621459.2022.2028630