Skip to main navigation Skip to search Skip to main content

Tail-robust factor modelling of vector and tensor time series in high dimensions

Matteo Barigozzi, Haeran Cho*, Hyeyoung Maeng

*Corresponding author for this work

Research output: Contribution to journal › Article (Academic Journal) › peer-review

61 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Tail-robust factor modelling of vector and tensor time series in high dimensions'. Together they form a unique fingerprint.
Sort by

Mathematics