STATISTICS COLLOQUIUM
Rong Chen
Distinguished Professor
Department of Statistics
Rutgers University
Analysis of Matrix and Tensor Time Series
Abstract
Time series observations in matrix and tensor (multi-dimensional array) forms have been encountered more and more often in applications. In this talk we present an overview of some new developments in analyzing matrix/tensor time series and dynamic networks, with applications ranging from economics, finance, international trade, and others. Specifically, we will discuss Matrix/Tensor Autoregressive Models and Matrix/Tensor Factor Models in Tucker and CP forms. Focus will be on motivations, model formulations, interpretations and examples, with only brief sketches on the estimation procedures and their theoretical properties.
Wednesday, November 3, 2021 4:00 p.m. EDT, 1-hour duration Join by meeting number | Meeting number (access code): 2623 844 6872 | Meeting password: JDpFaPqc887 |
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For more information, contact: Tracy Burke at tracy.burke@uconn.edu