AOS

Identification and estimation for matrix time series CP-factor models

Authors
Qiwei Yao Jinyuan Chang Yue Du Guanglin Huang
Research Topics
Time Series
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Paper Information
  • Journal:
    Annals of Statistics
  • Added to Tracker:
    Dec 05, 2025
Author Details
Qiwei Yao
Author
Jinyuan Chang
Author
Yue Du
Author
Guanglin Huang
Author
Research Topics & Keywords
Time Series
Research Area
Citation Information
APA Format
Qiwei Yao , Jinyuan Chang , Yue Du & Guanglin Huang . Identification and estimation for matrix time series CP-factor models. Annals of Statistics .
BibTeX Format
@article{paper654,
  title = { Identification and estimation for matrix time series CP-factor models },
  author = { Qiwei Yao and Jinyuan Chang and Yue Du and Guanglin Huang },
  journal = { Annals of Statistics },
  url = { https://www.e-publications.org/ims/submission/AOS/user/submissionFile/68820?confirm=ccc321ad }
}
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