On the Modeling and Prediction of High-Dimensional Functional Time Series
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Cites work
- An autocovariance-based learning framework for high-dimensional functional time series
- Clustering and forecasting multiple functional time series
- Covariance regularization by thresholding
- Detecting and dating structural breaks in functional data without dimension reduction
- Dynamic functional principal components
- Eigenvalue ratio test for the number of factors
- Factor modeling for high-dimensional time series: inference for the number of factors
- Factor models for high‐dimensional functional time series II: Estimation and forecasting
- Graphical Principal Component Analysis of Multivariate Functional Time Series
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- Identifying the finite dimensionality of curve time series
- Inference for the lagged cross-covariance operator between functional time series
- Long-range dependent curve time series
- Modeling and forecasting daily electricity load curves: a hybrid approach
- Multivariate functional principal component analysis for data observed on different (dimensional) domains
- Multivariate functional principal component analysis: A normalization approach
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions
- On the prediction of stationary functional time series
- Principal component analysis for second-order stationary vector time series
- Sparse Functional Principal Component Analysis in High Dimensions
- Statistical inference for high-dimensional panel functional time series
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