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.

• Matrix Autoregressive Spatio-Temporal Models (Q5066496) (← links)
• Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
• Order Determination for Spiked Type Models (Q5089462) (← links)
• Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (Q5130622) (← links)
• Long-Range Dependent Curve Time Series (Q5130636) (← links)
• Grouped Network Vector Autoregression (Q5134484) (← links)
• Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485) (← links)
• (Q5159462) (← links)
• FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
• Identifying Cointegration by Eigenanalysis (Q5231517) (← links)
• A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data (Q5377201) (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
• Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
• Comment on “Factor Models for High-Dimensional Tensor Time Series” (Q5881067) (← links)
• Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
• Estimating Number of Factors by Adjusted Eigenvalues Thresholding (Q5885109) (← links)
• Projected principal component analysis in factor models (Q5963521) (← links)
• High-Dimensional Factor Regression for Heterogeneous Subpopulations (Q6039856) (← links)
• Using sufficient direction factor model to analyze latent activities associated with breast cancer survival (Q6047776) (← links)
• Decomposition of Variation of Mixed Variables by a Latent Mixed Gaussian Copula Model (Q6055867) (← links)
• Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
• Regularized Estimation in High-Dimensional Vector Auto-Regressive Models Using Spatio-Temporal Information (Q6069868) (← links)
• Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
• An Eigenvalue Ratio Approach to Inferring Population Structure from Whole Genome Sequencing Data (Q6079780) (← links)
• Robust factor models for high-dimensional time series and their forecasting (Q6096157) (← links)
• Binary response models for heterogeneous panel data with interactive fixed effects (Q6108322) (← links)
• Large volatility matrix analysis using global and national factor models (Q6108334) (← links)
• One-way or two-way factor model for matrix sequences? (Q6108337) (← links)
• Inference on the maximal rank of time-varying covariance matrices using high-frequency data (Q6117051) (← links)
• Determining the number of factors in constrained factor models via Bayesian information criterion (Q6134150) (← links)
• Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
• Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)
• Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
• Some recent trends in embeddings of time series and dynamic networks (Q6135377) (← links)
• Matrix-variate data analysis by two-way factor model with replicated observations (Q6137835) (← links)
• On determination of the number of factors in an approximate factor model (Q6138244) (← links)
• Short‐term forecasting with a computationally efficient nonparametric transfer function model (Q6139767) (← links)
• Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion (Q6140019) (← links)
• Time-varying minimum variance portfolio (Q6150513) (← links)
• Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)
• High-dimensional low-rank tensor autoregressive time series modeling (Q6152591) (← links)
• Statistical Inference for High-Dimensional Matrix-Variate Factor Models (Q6165291) (← links)
• Factor modeling of multivariate time series: a frequency components approach (Q6168122) (← links)
• On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices (Q6168126) (← links)
• Posterior consistency of factor dimensionality in high-dimensional sparse factor models (Q6202918) (← links)
• Adaptively robust high-dimensional matrix factor analysis under Huber loss function (Q6541938) (← links)
• Generalized latent space model for one-mode networks with awareness of two-mode networks (Q6561253) (← links)
• Simultaneous Decorrelation of Matrix Time Series (Q6567891) (← links)
• Are Latent Factor Regression and Sparse Regression Adequate? (Q6567903) (← links)
• Factor Modeling for Clustering High-Dimensional Time Series (Q6567919) (← links)