List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Improving estimation of portfolio risk using new statistical factors Annals of Operations Research | 2025-03-21 | Paper |
| Identification and estimation of threshold matrix-variate factor models Scandinavian Journal of Statistics | 2022-10-06 | Paper |
| Threshold factor models for high-dimensional time series Journal of Econometrics | 2020-03-20 | Paper |
| Regime-switching factor models for high-dimensional time series Statistica Sinica | 2016-10-26 | Paper |
| Convolutional autoregressive models for functional time series Journal of Econometrics | 2016-09-06 | Paper |
| Functional coefficient seasonal time series models with an application of Hawaii tourism data Computational Statistics | 2016-08-12 | Paper |
Research outcomes over time
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