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C. Yu

University of Chicago

1101 East 58th Street

Chicago, IL 60637

United States

  • University of Chicago

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Tensor double autoregressive model with application to heavy-tailed tensor time series data

Number of pages: 53 Posted: 21 Apr 2026
Shiqing Ling, Yuteng Zhang, C. Yu and Ke Zhu
Hong Kong University of Science & Technology (HKUST), affiliation not provided to SSRN, University of Chicago and The University of Hong Kong - University of Hong Kong
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Abstract:

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Heavy-tailedness, Quasi-maximum likelihood estimation, Statistical inference, Tensor double autoregression, Tensor time series