Forecasting high-dimensional functional time series with dual-factor structures
From MaRDI portal
Cites work
- A note on estimation in Hilbertian linear models
- A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- An introduction to analysis of financial data with R.
- Assessing the Finite Dimensionality of Functional Data
- Bootstrap methods for stationary functional time series
- Clustering and forecasting multiple functional time series
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
- Dynamic functional principal components
- Dynamic principal component regression for forecasting functional time series in a group structure
- Dynamical functional prediction and classification, with application to traffic flow prediction
- Eigenvalue ratio test for the number of factors
- Estimation of latent factors for high-dimensional time series
- Estimation of the Mean of Functional Time Series and a Two-Sample Problem
- Factor Modeling for Clustering High-Dimensional Time Series
- Factor modeling for high-dimensional time series: inference for the number of factors
- Factor models for high‐dimensional functional time series I: Representation results
- Factor models for high‐dimensional functional time series II: Estimation and forecasting
- Factor models for matrix-valued high-dimensional time series
- Forecasting density-valued functional panel data
- Forecasting High-Dimensional Functional Time Series: Application to Sub-National Age-Specific Mortality
- Fourier analysis of stationary time series in function space
- Functional Data Analysis for Sparse Longitudinal Data
- Functional Data Analysis with R and MATLAB
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- scientific article; zbMATH DE number 469335 (Why is no real title available?)
- scientific article; zbMATH DE number 3225500 (Why is no real title available?)
- Identifying the finite dimensionality of curve time series
- Large Sample Properties of Generalized Method of Moments Estimators
- Lee-Carter mortality forecasting with age-specific enhancement.
- Linear Manifold Modelling of Multivariate Functional Data
- Linear statistical models.
- Long-range dependent curve time series
- Matrix-variate time series analysis: a brief review and some new developments
- Methodology and convergence rates for functional time series regression
- Modeling and forecasting U.S. mortality. (With discussion)
- Modeling Financial Time Series with S-PLUS®
- Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method
- Multi-population mortality forecasting using tensor decomposition
- Multilevel functional principal component analysis
- Multivariate density estimation with general flat-top kernels of infinite order
- Non-parametric panel data models with interactive fixed effects
- Nonparametric estimation of functional dynamic factor model
- On flat-top kernel spectral density estimators for homogeneous random fields
- Panel data models with interactive fixed effects
- Preprocessing noisy functional data: a multivariate perspective
- Robust forecasting of mortality and fertility rates: a functional data approach
- Statistical inference for high-dimensional panel functional time series
- Statistics for high-dimensional data. Methods, theory and applications.
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Temporal and spatial Taylor's law: application to Japanese subnational mortality rates
- Weakly dependent functional data
This page was built for publication: Forecasting high-dimensional functional time series with dual-factor structures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7322571)