Pages that link to "Item:Q2491853"

The following pages link to Nonstationary dynamic factor analysis (Q2491853):

Displaying 24 items.

• Choosing a dynamic common factor as a coincident index (Q143760) (← links)
• Comparing several parametric and nonparametric approaches to time series clustering: a simulation study (Q286626) (← links)
• Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
• Efficient estimation of nonstationary factor models (Q505082) (← links)
• Generalized principal component analysis for moderately non-stationary vector time series (Q830695) (← links)
• Periodic dynamic factor models: estimation approaches and applications (Q1711582) (← links)
• Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling (Q1927099) (← links)
• Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
• Consistency of generalized dynamic principal components in dynamic factor models (Q2273706) (← links)
• Threshold factor models for high-dimensional time series (Q2305974) (← links)
• Moving dynamic principal component analysis for non-stationary multivariate time series (Q2667028) (← links)
• Robustness Comparison of the Peña–Box Model and the Factor Model to Extract Useful Predictors (Q3006291) (← links)
• MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
• Bias correction for time series factor models (Q4960630) (← links)
• On a new procedure for identifying a dynamic common factor model (Q5009653) (← links)
• Nonparametric estimation of functional dynamic factor model (Q5051331) (← links)
• Wavelet estimation for factor models with time-varying loadings (Q5063217) (← links)
• (Q5101781) (← links)
• (Q5101809) (← links)
• Identifying Cointegration by Eigenanalysis (Q5231517) (← links)
• A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data (Q5377201) (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
• Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
• Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)