Pages that link to "Item:Q5208073"
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The following pages link to Forecasting Multiple Time Series With One-Sided Dynamic Principal Components (Q5208073):
Displaying 5 items.
- Extracting a low-dimensional predictable time series (Q2147946) (← links)
- Data science, big data and statistics (Q2273155) (← links)
- Consistency of generalized dynamic principal components in dynamic factor models (Q2273706) (← links)
- Robust forecasting of multiple time series with one-sided dynamic principal components (Q6606406) (← links)
- Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data (Q6617741) (← links)