Pages that link to "Item:Q2397725"
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The following pages link to Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725):
Displaying 17 items.
- A forecasting performance comparison of dynamic factor models based on static and dynamic methods (Q523139) (← links)
- Optimal dimension reduction for high-dimensional and functional time series (Q1656851) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813) (← links)
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788) (← links)
- D-CCA: A Decomposition-Based Canonical Correlation Analysis for High-Dimensional Datasets (Q3304854) (← links)
- Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models (Q4997699) (← links)
- Forecasting Multiple Time Series With One-Sided Dynamic Principal Components (Q5208073) (← links)
- Principal Component Analysis of High-Frequency Data (Q5229911) (← links)
- Factor and Idiosyncratic Empirical Processes (Q5242464) (← links)
- Quantifying noise in survey expectations (Q6088815) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)
- Inferential theory for generalized dynamic factor models (Q6150524) (← links)
- Bridging factor and sparse models (Q6183755) (← links)
