Factor modeling of multivariate time series: a frequency components approach (Q6168122): Difference between revisions

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-.1016/j.jmva.2023.105202
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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Identifying the finite dimensionality of curve time series
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+DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
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+Linear processes in function spaces. Theory and applications
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+Time Series
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+Principal component analysis for second-order stationary vector time series
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+Bootstrapping factor-augmented regression models
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+Determining the Number of Factors in the General Dynamic Factor Model
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+Second-Order Multidimensional ICA: Performance Analysis
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+Factor modeling for high-dimensional time series: inference for the number of factors
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+Q5312885
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+Spectral decompositions of multiple time series: a Bayesian non-parametric approach
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+Dynamic Orthogonal Components for Multivariate Time Series
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+Evolutionary Factor Analysis of Replicated Time Series
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+Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
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+SLEX Analysis of Multivariate Nonstationary Time Series
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+Modelling multiple time series via common factors
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+Testing temporal constancy of the spectral structure of a time series
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+Identifying a Simplifying Structure in Time Series
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+Q3696349
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+The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
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+Forecasting Using Principal Components From a Large Number of Predictors
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+Detecting Common Signals in Multiple Time Series Using the Spectral Envelope
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+Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing
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+Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression
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+.1016/J.JMVA.2023.105202
@@ Property / DOI: 10.1016/J.JMVA.2023.105202 / rank @@
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