Ruey S. Tsay

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Person:205407

Available identifiers

zbMath Open tsay.ruey-sWikidataQ61160982 ScholiaQ61160982MaRDI QIDQ205407

List of research outcomes

PublicationDate of PublicationType
Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data2024-01-08Paper
Testing for symmetric correlation matrices with applications to factor models2023-08-24Paper
A testing approach to clustering scalar time series2023-08-24Paper
Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues2023-03-09Paper
Testing independence between two spatial random fields2022-10-18Paper
Parsimony inducing priors for large scale state-space models2022-07-15Paper
A Predictive Approach for Selection of Diffusion Index Models2022-05-31Paper
Multivariate Hysteretic Autoregressive Models2022-04-25Paper
Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees2022-03-29Paper
Matrix Autoregressive Spatio-Temporal Models2022-03-29Paper
Time evolution of income distributions with subgroup decompositions2022-03-04Paper
Statistical Learning for Big Dependent Data2021-05-10Paper
High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting2021-04-27Paper
Constrained Factor Models for High-Dimensional Matrix-Variate Time Series2020-10-28Paper
Testing serial correlations in high-dimensional time series via extreme value theory2020-03-20Paper
Comments on ``Data science, big data and statistics2019-09-18Paper
Spatio-Temporal Models with Space-Time Interaction and Their Applications to Air Pollution Data2019-08-01Paper
Modelling structured correlation matrices2019-06-24Paper
Clustering Multiple Time Series with Structural Breaks2019-06-17Paper
A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data2019-05-23Paper
Nonlinear Time Series Analysis2018-11-01Paper
Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach2018-10-11Paper
Doubly Constrained Factor Models with Applications2016-10-26Paper
A conversation with George C. Tiao2016-01-22Paper
High dimensional dynamic stochastic copula models2015-10-30Paper
Constrained Factor Models2015-06-17Paper
https://portal.mardi4nfdi.de/entity/Q28710932014-01-22Paper
https://portal.mardi4nfdi.de/entity/Q53269692013-08-01Paper
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market2012-12-30Paper
https://portal.mardi4nfdi.de/entity/Q29066202012-09-05Paper
https://portal.mardi4nfdi.de/entity/Q29026242012-08-21Paper
Dynamic Orthogonal Components for Multivariate Time Series2012-03-22Paper
Discussion of ``Feature matching in time series modeling by Y. Xia and H. Tong2011-08-19Paper
Quantile regression models with factor‐augmented predictors and information criterion2011-07-27Paper
Random aggregation with applications in high-frequency finance2011-07-27Paper
Particle filters and Bayesian inference in financial econometrics2011-07-27Paper
https://portal.mardi4nfdi.de/entity/Q30842822011-03-15Paper
Model selection for generalized linear models with factor-augmented predictors2011-02-22Paper
Estimation of covariance matrix via the sparse Cholesky factor with lasso2010-09-20Paper
https://portal.mardi4nfdi.de/entity/Q35831122010-08-26Paper
Canonical correlation analysis for the vector AR(1) model with ARCH innovations2008-06-11Paper
https://portal.mardi4nfdi.de/entity/Q53865862008-05-14Paper
https://portal.mardi4nfdi.de/entity/Q54340072008-01-09Paper
Outlier Detection in Multivariate Time Series by Projection Pursuit2007-08-20Paper
Bayesian methods for change-point detection in long-range dependent processes2007-05-29Paper
https://portal.mardi4nfdi.de/entity/Q54748992006-06-26Paper
https://portal.mardi4nfdi.de/entity/Q33682632006-01-27Paper
Analysis of Financial Time Series2005-11-07Paper
https://portal.mardi4nfdi.de/entity/Q53128622005-08-25Paper
https://portal.mardi4nfdi.de/entity/Q47798022002-10-27Paper
Testing and Modeling Multivariate Threshold Models2002-07-30Paper
https://portal.mardi4nfdi.de/entity/Q27464882002-02-05Paper
A nonlinear autoregressive conditional duration model with applications to financial transaction data2001-10-10Paper
Outliers in multivariate time series2001-09-09Paper
Limiting properties of the least squares estimator of a continuous threshold autoregressive model2000-06-13Paper
A Unified Approach to Identifying Multivariate Time Series Models1999-11-28Paper
Tests for multinormality with applications to time series1999-07-07Paper
Forecasting the U.S. Unemployment Rate1998-12-13Paper
https://portal.mardi4nfdi.de/entity/Q43444151998-02-05Paper
Nonlinear transfer functions1998-01-22Paper
Making control charts more effective by time series analysis: three illustrative applications1997-03-20Paper
Bandwidth selection for kernel regression with long-range dependent errors1997-01-01Paper
ASYMPTOTIC INFERENCE FOR NON-INVERTIBLE MOVING-AVERAGE TIME SERIES1996-03-20Paper
https://portal.mardi4nfdi.de/entity/Q43690021996-01-01Paper
https://portal.mardi4nfdi.de/entity/Q48347871995-11-28Paper
Additivity tests for nonlinear autoregression1995-10-23Paper
https://portal.mardi4nfdi.de/entity/Q48399301995-09-19Paper
Model Checking via Parametric Bootstraps in Time Series Analysis1995-08-17Paper
https://portal.mardi4nfdi.de/entity/Q48399421995-07-18Paper
STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS1995-03-01Paper
BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER1994-06-29Paper
Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series1994-01-09Paper
Functional-Coefficient Autoregressive Models1993-11-24Paper
On the ergodicity of \(TAR(1)\) processes1992-06-28Paper
Asymptotic properties of multivariate nonstationary processes with applications to autoregressions1990-01-01Paper
IDENTIFYING MULTIVARIATE TIME SERIES MODELS1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34684941989-01-01Paper
Testing and Modeling Threshold Autoregressive Processes1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32099951988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q52035301988-01-01Paper
Conditional Heteroscedastic Time Series Models1987-01-01Paper
Nonlinearity tests for time series1986-01-01Paper
Use of canonical analysis in time series model identification1985-01-01Paper
Order selection in nonstationary autoregressive models1984-01-01Paper
Regression Models with Time Series Errors1984-01-01Paper
Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models1984-01-01Paper
Consistency properties of least squares estimates of autoregressive parameters in ARMA models1983-01-01Paper

Research outcomes over time


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