Bayesian Dynamic Factor Models for High-Dimensional Matrix-Valued Time Series

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Joshua CC Chan, Wei Zhang
DOI: 10.2139/ssrn.6916158
Cited by: 0

Fields of Study & Subjects

Statistical Methods and Inference Bayesian Modeling and Causal Inference Time Series Analysis and Forecasting

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint