Pages that link to "Item:Q447821"
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The following pages link to Factor modeling for high-dimensional time series: inference for the number of factors (Q447821):
Displayed 8 items.
- Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
- A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
- On singular value distribution of large-dimensional autocovariance matrices (Q2348447) (← links)
- Estimation of the number of spikes, possibly equal, in the high-dimensional case (Q2443265) (← links)
- Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
- Design-free estimation of variance matrices (Q2451793) (← links)
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828) (← links)
- Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach (Q4916922) (← links)