A dynamic factor model for the analysis of multivariate time series
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3844875 (Why is no real title available?)
- scientific article; zbMATH DE number 3978900 (Why is no real title available?)
- scientific article; zbMATH DE number 3502569 (Why is no real title available?)
- scientific article; zbMATH DE number 3454722 (Why is no real title available?)
- scientific article; zbMATH DE number 3207701 (Why is no real title available?)
- scientific article; zbMATH DE number 3267825 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- A canonical analysis of multiple time series
- An innovation approach to the reduction of the dimensions in a multivariable stochastic system
- Nonlinear methods of spectral analysis. With contributions by J. Capon, S. Haykin, S. Kesler, R. N. McDonough, M. Ooe, E. A. Robinson, T. J. Ulbrych
- Structural analysis of covariance and correlation matrices
- The use of factor analysis in the statistical analysis of multiple time series
Cited in
(49)- scientific article; zbMATH DE number 6378118 (Why is no real title available?)
- Cultural consensus theory for the evaluation of patients' mental health scores in forensic psychiatric hospitals
- Errors-in-variables system identification using structural equation modeling
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components
- Decomposition of neurological multivariate time series by state space modelling
- Further studies on temporal factor analysis: comparison and kalman filter-based algorithm
- The exact covariance matrix of dynamic models with latent variables
- Time delay embedding increases estimation precision of models of intraindividual variability
- Factor modeling of multivariate time series: a frequency components approach
- A latent variable mixed-effects location scale model with an application to daily diary data
- Estimation of dynamic models on the factors of marginal principal component analysis
- Multilevel heterogeneous factor analysis and application to ecological momentary assessment
- Analytic standard errors for exploratory process factor analysis
- Dynamic factor analysis for short panels: estimating performance trajectories for water utilities
- Fitting ARMA time series by structural equation models
- scientific article; zbMATH DE number 1208131 (Why is no real title available?)
- On time-irreversibility and other non-linear features in time series
- Comment on: Fitting ARMA time series by structural equation models
- Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices
- Estimating latent trends in multivariate longitudinal data via Parafac2 with functional and structural constraints
- Fitting dynamic factor models to non-stationary time series
- Dynamic analysis of multivariate panel data with nonlinear transformations
- Four simultaneous component models for the analysis of multivariate time series from more than one subject to model intraindividual and interindividual differences
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues
- Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models
- Forecasting intra-individual changes of affective states taking into account inter-individual differences using intensive longitudinal data from a university student dropout study in math
- Extremes of Some Sub-Sampled Time Series
- Modeling intensive polytomous time-series eye-tracking data: a dynamic tree-based item response model
- A novel algorithm for dynamic factor analysis
- Psychometric network models from time-series and panel data
- Statistical inference in factor analysis for diffusion processes from discrete observations
- scientific article; zbMATH DE number 7255058 (Why is no real title available?)
- A sandwich-type standard error estimator of SEM models with multivariate time series
- Nonlinear regime-switching state-space (RSSS) models
- Fourier spectral factor model for prediction of multidimensional signals
- Rotation in the dynamic factor modeling of multivariate stationary time series
- Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data
- Segmental dynamic factor analysis for time series of curves
- Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
- Relationships between linear systems theory and covariance structure modeling
- The sparse dynamic factor model: a regularised quasi-maximum likelihood approach
- Pursuing collective synchrony in teams: a regime-switching dynamic factor model of speed similarity in soccer
- Bayesian sensitivity analysis of a nonlinear dynamic factor analysis model with nonparametric prior and possible nonignorable missingness
- Continuous time modeling of panel data: SEM versus filter techniques
- Functional dynamic factor models with application to yield curve forecasting
- Blind signal separation of mixtures of chaotic processes: a comparison between independent component analysis and state space modeling
- Autoregressive generalized linear mixed effect models with crossed random effects: an application to intensive binary time series eye-tracking data
- Dynamic factor analysis of nonstationary multivariate time series
- Bayesian estimation of semiparametric nonlinear dynamic factor analysis models using the Dirichlet process prior
This page was built for publication: A dynamic factor model for the analysis of multivariate time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1082768)
