Pages that link to "Item:Q2447649"
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The following pages link to Factor models in high-dimensional time series: A time-domain approach (Q2447649):
Displayed 14 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)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- High-dimensional VAR with low-rank transition (Q2195856) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- Clustering time series by linear dependency (Q2329790) (← links)
- Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725) (← links)
- Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788) (← links)
- Dynamic factor long memory volatility (Q4555133) (← links)
- A Randomized Sequential Procedure to Determine the Number of Factors (Q4559712) (← links)
- Forecasting Multiple Time Series With One-Sided Dynamic Principal Components (Q5208073) (← links)
- Factor and Idiosyncratic Empirical Processes (Q5242464) (← links)
- Simultaneous Statistical Inference in Dynamic Factor Models (Q5280122) (← links)