Pages that link to "Item:Q447821"

The following pages link to Factor modeling for high-dimensional time series: inference for the number of factors (Q447821):

Displaying 50 items.

• GARCH-type factor model (Q2140876) (← links)
• A high-dimensional test on linear hypothesis of means under a low-dimensional factor model (Q2142461) (← links)
• Extracting a low-dimensional predictable time series (Q2147946) (← links)
• Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
• Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030) (← links)
• Bayesian factor-adjusted sparse regression (Q2155305) (← links)
• A factor-GARCH model for high dimensional volatilities (Q2155653) (← links)
• Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
• Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
• High-dimensional VAR with low-rank transition (Q2195856) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
• A note on statistical analysis of factor models of high dimension (Q2238502) (← links)
• Large sample autocovariance matrices of linear processes with heavy tails (Q2238893) (← links)
• Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
• High dimensional deformed rectangular matrices with applications in matrix denoising (Q2278666) (← links)
• On testing for high-dimensional white noise (Q2284378) (← links)
• A robust procedure to build dynamic factor models with cluster structure (Q2305973) (← links)
• Threshold factor models for high-dimensional time series (Q2305974) (← links)
• Identifying the number of factors using a white noise test (Q2322652) (← links)
• A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) (← links)
• Spectral analysis of high-dimensional time series (Q2326992) (← links)
• Clustering time series by linear dependency (Q2329790) (← links)
• On singular value distribution of large-dimensional autocovariance matrices (Q2348447) (← links)
• Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case (Q2359717) (← links)
• A dynamic logistic regression for network link prediction (Q2360852) (← links)
• Estimation of the number of spikes, possibly equal, in the high-dimensional case (Q2443265) (← links)
• Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
• Design-free estimation of variance matrices (Q2451793) (← links)
• Using analysis of variance and factor analysis for the reduction of high dimensional variation in time series of energy consumption (Q2474717) (← links)
• Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828) (← links)
• Improved index insurance design and yield estimation using a dynamic factor forecasting approach (Q2657001) (← links)
• Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
• Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
• Moving dynamic principal component analysis for non-stationary multivariate time series (Q2667028) (← links)
• An integrated panel data approach to modelling economic growth (Q2673191) (← links)
• Nonstationary fractionally integrated functional time series (Q2692545) (← links)
• Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
• Linear models based on noisy data and the Frisch scheme (Q2808247) (← links)
• Consistently determining the number of factors in multivariate volatility modelling (Q2950203) (← links)
• Factor Modelling for High-Dimensional Time Series: Inference and Model Selection (Q2968469) (← links)
• Estimation of latent factors for high-dimensional time series (Q3107980) (← links)
• Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model (Q4559707) (← links)
• Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
• Embracing the Blessing of Dimensionality in Factor Models (Q4690965) (← links)
• Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach (Q4916922) (← links)
• (Q4969045) (← links)
• On a new procedure for identifying a dynamic common factor model (Q5009653) (← links)
• Nonparametric estimation of functional dynamic factor model (Q5051331) (← links)
• Wavelet estimation for factor models with time-varying loadings (Q5063217) (← links)