Pages that link to "Item:Q2673197"
From MaRDI portal
The following pages link to Factor models with local factors -- determining the number of relevant factors (Q2673197):
Displaying 5 items.
- Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging (Q87476) (← links)
- Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Approximate factor models with weaker loadings (Q6108332) (← links)
- FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series (Q6626256) (← links)