Pages that link to "Item:Q1739643"

The following pages link to Factor models for matrix-valued high-dimensional time series (Q1739643):

Displaying 15 items.

• Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging (Q87476) (← links)
• Autoregressive models for matrix-valued time series (Q109413) (← links)
• Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
• Editorial for the special issue on financial engineering and risk management for JoE (Q1739626) (← links)
• Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
• Rank determination in tensor factor model (Q2136659) (← links)
• Threshold factor models for high-dimensional time series (Q2305974) (← links)
• Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
• Simultaneous Cluster Structure Learning and Estimation of Heterogeneous Graphs for Matrix-Variate fMRI Data (Q6079710) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• One-way or two-way factor model for matrix sequences? (Q6108337) (← links)
• Matrix-variate data analysis by two-way factor model with replicated observations (Q6137835) (← links)
• Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)
• On singular values of data matrices with general independent columns (Q6172191) (← links)
• (Q6200368) (← links)