We analyze within a semiclassical approximation the form factor for the fluctuations of quantum matrix elements around their classical average. We find two contributions. One is proportional to the form factor for the density of states, with an amplitude determined by the squared average of the matrix elements. The other is constant and related to the fluctuations of finite time classical traje...

An algorithm is described for extracting a polynomial matrix factor featuring any subset of the zeros of a given non-singular polynomial matrix. It is assumed that the zeros to be extracted are given as input data. Complex or repeated zeros are allowed. The algorithm is based on interpolation and relies upon numerically reliable subroutines only. It makes use of a procedure that computes the ge...

This article proposes an imputation procedure that uses the factors estimated from a tall block along with re-rotated loadings wide to impute missing values in panel of data. Assuming strong factor structure holds for full data and its sub-blocks, it is shown common component can be consistently at four different rates convergence without requiring regularization or iteration. An asymptotic ana...