Professor Rong Chen is a Distinguished Professor of the Statisitcs Department at Rutgers University.
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.
Meeting ID & Password:
Meeting number (access code): 2623 844 6872
Meeting Password: JDpFaPqc887
For more information, contact: Tracy Burke at firstname.lastname@example.org