Pages that link to "Item:Q2828608"
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The following pages link to Regime-switching factor models for high-dimensional time series (Q2828608):
Displaying 5 items.
- Factor models for matrix-valued high-dimensional time series (Q1739643) (← links)
- Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
- Threshold factor models for high-dimensional time series (Q2305974) (← links)
- Short‐term forecasting with a computationally efficient nonparametric transfer function model (Q6139767) (← links)
- Estimation and inference for high dimensional factor model with regime switching (Q6554223) (← links)