Scaled envelope models for multivariate time series

Cites Work

Analysis of Financial Time Series
Forecasting Using Principal Components From a Large Number of Predictors
A note on fast envelope estimation
Robust regression: Asymptotics, conjectures and Monte Carlo
Envelope models for parsimonious and efficient multivariate linear regression
Factor modeling for high-dimensional time series: inference for the number of factors
Title not available (Why is that?)
Estimation of latent factors for high-dimensional time series
Partial envelopes for efficient estimation in multivariate linear regression
Title not available (Why is that?)
Title not available (Why is that?)
The Stationary Bootstrap
Envelopes and Partial Least Squares Regression
Envelopes and reduced-rank regression
Asymptotic Theory of Overparameterized Structural Models
Autoregressive models for gene regulatory network inference: sparsity, stability and causality issues
Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression
Reduced rank models for multiple time series
Nested Reduced-Rank Autogressive Models for Multiple Time Series
Multivariate Reduced-Rank Regression
Multi-scale and hidden resolution time series models
Factor models in high-dimensional time series: A time-domain approach
A Bayesian approach for envelope models
Testing the martingale difference hypothesis in high dimension
Heteroscedastic modelling via the autoregressive conditional variance subspace
Inner envelopes: efficient estimation in multivariate linear regression
A semiparametric approach for modelling multivariate nonlinear time series
An introduction to envelopes. Dimension reduction for efficient estimation in multivariate statistics
New parsimonious multivariate spatial model: spatial envelope
Response envelopes for linear coregionalization models
A Scaled Linear Mixed Model for Multiple Outcomes
Matrix Variate Regressions and Envelope Models
Envelopes for elliptical multivariate linear regression
Groupwise envelope models for imaging genetic analysis
Canonical correlation for principal components of time series
Dimension reduction for the conditional mean and variance functions in time series
High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition
A Review of Envelope Models
Scaled Partial Envelope Model in Multivariate Linear Regression
Vector autoregression and envelope model
Reduced-Rank Envelope Vector Autoregressive Model

This page was built for publication: Scaled envelope models for multivariate time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6656664)