Factor models for high-dimensional functional time series
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Cites work
- A functional version of the ARCH model
- A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
- Determining the Number of Factors in Approximate Factor Models
- Dynamic functional principal components
- Factor models for high‐dimensional functional time series I: Representation results
- Factor models for high‐dimensional functional time series II: Estimation and forecasting
- Forecasting Using Principal Components From a Large Number of Predictors
- Fourier analysis of stationary time series in function space
- Functional data analysis.
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- scientific article; zbMATH DE number 1911755 (Why is no real title available?)
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Nonparametric functional data analysis. Theory and practice.
- Testing for periodicity in functional time series
- Weakly dependent functional data
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