The following pages link to (Q3468494):
Displaying 36 items.
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Estimating the system order by subspace methods (Q2512738) (← links)
- Moving dynamic principal component analysis for non-stationary multivariate time series (Q2667028) (← links)
- A tv-IVAR model for multivariate irregular time series (Q2795848) (← links)
- ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
- (Q3295380) (← links)
- Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model (Q3505335) (← links)
- A complete VARMA modelling methodology based on scalar components (Q3552837) (← links)
- Modelling multiple time series via common factors (Q3631503) (← links)
- On the identification of ARMA echelon-form models (Q4036388) (← links)
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
- VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING (Q4696585) (← links)
- The vector innovations structural time series framework (Q4970589) (← links)
- On a new procedure for identifying a dynamic common factor model (Q5009653) (← links)
- Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (Q5080137) (← links)
- (Q5101809) (← links)
- Time-varying vector autoregressive models with stochastic volatility (Q5124768) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
- (Q5148950) (← links)
- On the reduced-rank model with leading index (Q5193320) (← links)
- Forecasting Multiple Time Series With One-Sided Dynamic Principal Components (Q5208073) (← links)
- A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data (Q5377201) (← links)
- Forecasting linear dynamical systems using subspace methods (Q5495692) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- Time-series forecasting using GA-tuned radial basis functions (Q5946307) (← links)
- Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages (Q6107231) (← links)
- Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions (Q6138242) (← links)
- Simultaneous Decorrelation of Matrix Time Series (Q6567891) (← links)
- George Box's contributions to time series analysis and forecasting (Q6570548) (← links)
- Identification of canonical models for vectors of time series: a subspace approach (Q6579386) (← links)
- Matrix-variate time series analysis: a brief review and some new developments (Q6612365) (← links)
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application (Q6620935) (← links)
- Reduced-Rank Envelope Vector Autoregressive Model (Q6626259) (← links)
- Temporal evolution of the extreme excursions of multivariate \(k\)th order Markov processes with application to oceanographic data (Q6626649) (← links)
- Selecting the number of factors in multi-variate time series (Q6655924) (← links)
- Scaled envelope models for multivariate time series (Q6656664) (← links)
