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):
Displaying 50 items.
- Sufficient forecasting using factor models (Q75240) (← links)
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← links)
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- Bi-cross-validation for factor analysis (Q104117) (← links)
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Choosing a dynamic common factor as a coincident index (Q143760) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
- 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)
- Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series (Q508723) (← links)
- Krigings over space and time based on latent low-dimensional structures (Q829391) (← links)
- Principal component analysis using frequency components of multivariate time series (Q830499) (← links)
- Generalized principal component analysis for moderately non-stationary vector time series (Q830695) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Transformed contribution ratio test for the number of factors in static approximate factor models (Q1654280) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- Robust determination for the number of common factors in the approximate factor models (Q1668287) (← links)
- Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
- Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
- Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (Q1728674) (← links)
- Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (Q1730160) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Banded spatio-temporal autoregressions (Q1739642) (← links)
- Factor models for matrix-valued high-dimensional time series (Q1739643) (← links)
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
- Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690) (← links)
- Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
- Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
- Robust factor modelling for high-dimensional time series: an application to air pollution data (Q2008477) (← links)
- Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
- Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (Q2034144) (← links)
- Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
- Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
- Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
- Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Testing for the rank of a covariance operator (Q2112827) (← links)
- Adaptive estimation in multivariate response regression with hidden variables (Q2131249) (← links)
- Poisson reduced-rank models with sparse loadings (Q2132046) (← links)
- Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
- Rank determination in tensor factor model (Q2136659) (← links)
- Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
- Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
- Tight risk bound for high dimensional time series completion (Q2137821) (← links)
- GARCH-type factor model (Q2140876) (← links)
- A high-dimensional test on linear hypothesis of means under a low-dimensional factor model (Q2142461) (← links)
