Factor modeling for high-dimensional time series: inference for the number of factors (Q447821): Difference between revisions

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-Clifford Lam
@@ Property / author: Clifford Lam / rank @@
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-Qiwei Yao
@@ Property / author: Qiwei Yao / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / arXiv ID @@
+.0613
@@ Property / arXiv ID: 1206.0613 / rank @@
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@@ Property / cites work @@
+The use of factor analysis in the statistical analysis of multiple time series
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Identifying the finite dimensionality of curve time series
+Normal rank
@@ Property / cites work @@
+Q3947020
@@ Property / cites work: Q3947020 / rank @@
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@@ Property / cites work @@
+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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+Nonlinear time series. Nonparametric and parametric methods
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+The Generalized Dynamic Factor Model
@@ Property / cites work: The Generalized Dynamic Factor Model / rank @@
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@@ Property / cites work @@
+Determining the Number of Factors in the General Dynamic Factor Model
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@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4040931
@@ Property / cites work: Q4040931 / rank @@
+Normal rank
@@ Property / cites work @@
+Factor modeling for high-dimensional time series: inference for the number of factors
+Normal rank
@@ Property / cites work @@
+Estimation of latent factors for high-dimensional time series
+Normal rank
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+Modelling multiple time series via common factors
@@ Property / cites work: Modelling multiple time series via common factors / rank @@
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+Universality results for the largest eigenvalues of some sample covariance matrix ensembles
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+Identifying a Simplifying Structure in Time Series
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+Nonstationary dynamic factor analysis
@@ Property / cites work: Nonstationary dynamic factor analysis / rank @@
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+Q3323077
@@ Property / cites work: Q3323077 / rank @@
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+Applications of principal component analysis and factor analysis in the identification of multivariable systems
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@@ Property / cites work @@
+Elements of multivariate time series analysis.
@@ Property / cites work: Elements of multivariate time series analysis. / rank @@
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+Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
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+Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches
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+Q3468494
@@ Property / cites work: Q3468494 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:447821