Author

Huan Gong

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Preprint Sep 2026

Tensor-BEKK: Conditional Covariance Modeling and Inference for Tensor-Valued Time Series

Modern economic and financial data are increasingly organized as multiway arrays, with observations indexed simultaneously by geographic regions, industrial sectors, asset categories, and other economic characteristics. Representing such data as tensor-valued time series preserves their intrinsic multiway structure. Al...

Huan Gong, Fei-Yu Jiang · 0 citations