Pages that link to "Item:Q4599615"
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The following pages link to ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES (Q4599615):
Displaying 11 items.
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← 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)
- Principal Component Analysis of High-Frequency Data (Q5229911) (← links)
- Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
- Inferential theory for generalized dynamic factor models (Q6150524) (← links)
- A frequency domain bootstrap for general multivariate stationary processes (Q6160981) (← links)
- Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
- Graphical models for nonstationary time series (Q6183745) (← links)
