ResearchTrend.AI
Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case
v1v2v3v4v5 (latest)

Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case

C. Hafner
O. Linton
Haihan Tang
ArXiv (abs)PDFHTML

Papers citing "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case"

2 / 2 papers shown
Title
Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data
Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data
Xin Chen
Dan Yang
Yan Xu
Yin Xia
Dong Wang
Haipeng Shen
73
10
0
30 Jun 2020
Factor Models for High-Dimensional Tensor Time Series
Factor Models for High-Dimensional Tensor Time Series
Rong Chen
Dan Yang
Cun-Hui Zhang
AI4TS
111
96
0
18 May 2019