Pages that link to "Item:Q1711582"
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The following pages link to Periodic dynamic factor models: estimation approaches and applications (Q1711582):
Displaying 5 items.
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling (Q1927099) (← links)
- Robust test for structural instability in dynamic factor models (Q2042290) (← links)
- Sparse vector heterogeneous autoregressive modeling for realized volatility (Q2132003) (← links)
- Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices (Q5053119) (← links)