Pages that link to "Item:Q2305974"
From MaRDI portal
The following pages link to Threshold factor models for high-dimensional time series (Q2305974):
Displaying 6 items.
- Estimation of high dimensional factor model with multiple threshold-type regime shifts (Q830479) (← links)
- Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
- Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
- Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
- Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
- Short‐term forecasting with a computationally efficient nonparametric transfer function model (Q6139767) (← links)
