The following pages link to Ruey S. Tsay (Q205407):
Displaying 45 items.
- Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach (Q4687351) (← links)
- Functional-Coefficient Autoregressive Models (Q4694198) (← links)
- Testing and Modeling Threshold Autoregressive Processes (Q4733261) (← links)
- (Q4779802) (← links)
- (Q4834787) (← links)
- (Q4839930) (← links)
- (Q4839942) (← links)
- Additivity tests for nonlinear autoregression (Q4842930) (← links)
- Model Checking via Parametric Bootstraps in Time Series Analysis (Q4843973) (← links)
- ASYMPTOTIC INFERENCE FOR NON-INVERTIBLE MOVING-AVERAGE TIME SERIES (Q4870527) (← links)
- Nonlinear Time Series Analysis (Q4963269) (← links)
- High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting (Q4986331) (← links)
- Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees (Q5066457) (← links)
- Matrix Autoregressive Spatio-Temporal Models (Q5066496) (← links)
- Multivariate Hysteretic Autoregressive Models (Q5072148) (← links)
- A Predictive Approach for Selection of Diffusion Index Models (Q5080438) (← links)
- Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (Q5130622) (← links)
- (Q5203530) (← links)
- Spatio-Temporal Models with Space-Time Interaction and Their Applications to Air Pollution Data (Q5226630) (← links)
- Constrained Factor Models (Q5255697) (← links)
- (Q5312862) (← links)
- (Q5326969) (← links)
- A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data (Q5377201) (← links)
- Clustering Multiple Time Series with Structural Breaks (Q5382475) (← links)
- Modelling structured correlation matrices (Q5384457) (← links)
- (Q5386586) (← links)
- (Q5434007) (← links)
- (Q5474899) (← links)
- Analysis of Financial Time Series (Q5706503) (← links)
- Outlier Detection in Multivariate Time Series by Projection Pursuit (Q5754973) (← links)
- Time evolution of income distributions with subgroup decompositions (Q5861014) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- A nonlinear autoregressive conditional duration model with applications to financial transaction data (Q5944505) (← links)
- Discussion of ``Feature matching in time series modeling'' by Y. Xia and H. Tong (Q5966132) (← links)
- Comments on ``Data science, big data and statistics'' (Q5970970) (← links)
- Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
- A testing approach to clustering scalar time series (Q6135376) (← links)
- Rank-R matrix autoregressive models for modeling spatio-temporal data (Q6560764) (← links)
- Matrix-variate time series analysis: a brief review and some new developments (Q6612365) (← links)
- Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data (Q6617741) (← links)
- Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series (Q6621654) (← links)
- Principal Volatility Component Analysis (Q6666944) (← links)
- Rejoinder (Q6666952) (← links)
- Market-Based Credit Ratings (Q6666981) (← links)
- Some Methods for Analyzing Big Dependent Data (Q6667113) (← links)
