Inference on matrix-valued factor models under a fixed time horizon
From MaRDI portal
Cites work
- A likelihood ratio test for separability of covariances
- A PANIC attack on unit roots and cointegration.
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Analysis of multivariate longitudinal data using quasi-least squares
- Bounding the maximum of dependent random variables
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Constrained Factor Models for High-Dimensional Matrix-Variate Time Series
- CP factor model for dynamic tensors
- Determining the Number of Factors in Approximate Factor Models
- Estimation of latent factors for high-dimensional time series
- Factor modeling for high-dimensional time series: inference for the number of factors
- Factor Models for High-Dimensional Tensor Time Series
- Factor models for matrix-valued high-dimensional time series
- Factor-based imputation of missing values and covariances in panel data of large dimensions
- scientific article; zbMATH DE number 806806 (Why is no real title available?)
- Inferential Theory for Factor Models of Large Dimensions
- Limit Theorems for the Maximum Term in Stationary Sequences
- Modelling matrix time series via a tensor CP-decomposition
- Modelling multiple time series via common factors
- More on the Kronecker structured covariance matrix
- On factor models with random missing: EM estimation, inference, and cross validation
- On time-varying factor models: estimation and testing
- Order Statistics
- Principal components estimation and identification of static factors
- Projected estimation for large-dimensional matrix factor models
- Statistical analysis of factor models of high dimension
- Statistical Inference for High-Dimensional Matrix-Variate Factor Models
- Sums and maxima of discrete stationary processes
- Tensor factor model estimation by iterative projection
- The mle algorithm for the matrix normal distribution
This page was built for publication: Inference on matrix-valued factor models under a fixed time horizon
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6860312)
