Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2018.07.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2827628203
@@ Property / OpenAlex ID: W2827628203 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Break detection in the covariance structure of multivariate time series models
+Normal rank
@@ Property / cites work @@
+Random matrix theory in statistics: a review
@@ Property / cites work: Random matrix theory in statistics: a review / rank @@
+Normal rank
@@ Property / cites work @@
+Inferential Theory for Factor Models of Large Dimensions
+Normal rank
@@ Property / cites work @@
+Common breaks in means and variances for panel data
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Split invariance principles for stationary processes
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for structural breaks in dynamic factor models
+Normal rank
@@ Property / cites work @@
+Detecting big structural breaks in large factor models
+Normal rank
@@ Property / cites work @@
+High dimensional covariance matrix estimation using a factor model
+Normal rank
@@ Property / cites work @@
+Covariance changes detection in multivariate time series
+Normal rank
@@ Property / cites work @@
+Theory for high-order bounds in functional principal components analysis
+Normal rank
@@ Property / cites work @@
+Ratio-based estimators for a change point in persistence
+Normal rank
@@ Property / cites work @@
+TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS
+Normal rank
@@ Property / cites work @@
+Change‐point detection in panel data
@@ Property / cites work: Change‐point detection in panel data / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
+Normal rank
@@ Property / cites work @@
+PCA consistency in high dimension, low sample size context
+Normal rank
@@ Property / cites work @@
+Testing for instability in covariance structures
@@ Property / cites work: Testing for instability in covariance structures / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for a mean shift with good size and monotonic power
+Normal rank
@@ Property / cites work @@
+Estimating a common deterministic time trend break in large panels with cross sectional dependence
+Normal rank
@@ Property / cites work @@
+Common breaks in time trends for large panel data with a factor structure
+Normal rank
@@ Property / cites work @@
+Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
+Normal rank
@@ Property / cites work @@
+Asymptotics of the principal components estimator of large factor models with weakly influential factors
+Normal rank
@@ Property / cites work @@
+Q5449216
@@ Property / cites work: Q5449216 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4327561
@@ Property / cites work: Q4327561 / rank @@
+Normal rank
@@ Property / cites work @@
+Self-Normalization for Time Series: A Review of Recent Developments
+Normal rank
@@ Property / cites work @@
+Asymptotic theory of statistical inference for time series
+Normal rank
@@ Property / cites work @@
+Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
+Normal rank
@@ Property / cites work @@
+Asymptotics of empirical eigenstructure for high dimensional spiked covariance
+Normal rank
@@ Property / cites work @@
+TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
+Normal rank
@@ Property / cites work @@
+Nonlinear system theory: Another look at dependence
+Normal rank
@@ Property / cites work @@
+Testing for factor loading structural change under common breaks
+Normal rank
@@ Property / cites work @@
+Heteroscedasticity and Autocorrelation Robust Structural Change Detection
+Normal rank
@@ Property / cites work @@
+Q3534410
@@ Property / cites work: Q3534410 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q129546440
@@ Property / Wikidata QID: Q129546440 / rank @@
+Normal rank