Chen, Weilin

Number of items: 2.
Article
  • Chen, Weilin, Lam, Clifford (2024). Rank and factor loadings estimation in time series tensor factor model by pre-averaging. Annals of Statistics, 52(1), 364 - 391. https://doi.org/10.1214/23-AOS2350 picture_as_pdf
    • Thesis
  • Chen, Weilin (2024). Factor modelling for tensor time series [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.00004626