Pages that link to "Item:Q1739643"

The following pages link to Factor models for matrix-valued high-dimensional time series (Q1739643):

Displaying 46 items.

• Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging (Q87476) (← links)
• Autoregressive models for matrix-valued time series (Q109413) (← links)
• Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
• Modelling high-dimensional time series by generalized linear dynamic factor models: an introductory survey (Q936481) (← links)
• Editorial for the special issue on financial engineering and risk management for JoE (Q1739626) (← links)
• Determining the number of factors for high-dimensional time series (Q1782115) (← links)
• Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
• Rank determination in tensor factor model (Q2136659) (← links)
• High-dimensional VAR with low-rank transition (Q2195856) (← links)
• Threshold factor models for high-dimensional time series (Q2305974) (← links)
• Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
• Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
• Matrix factorization for time series data (Q2993256) (← links)
• Estimation of latent factors for high-dimensional time series (Q3107980) (← links)
• Adaptive singular value shrinkage estimate for low rank tensor denoising (Q5041692) (← links)
• Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees (Q5066457) (← links)
• Matrix Autoregressive Spatio-Temporal Models (Q5066496) (← links)
• Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (Q5130622) (← 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)
• High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
• Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
• Simultaneous Cluster Structure Learning and Estimation of Heterogeneous Graphs for Matrix-Variate fMRI Data (Q6079710) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• Robust factor models for high-dimensional time series and their forecasting (Q6096157) (← links)
• One-way or two-way factor model for matrix sequences? (Q6108337) (← links)
• Matrix-variate data analysis by two-way factor model with replicated observations (Q6137835) (← links)
• Matrix Factor Analysis: From Least Squares to Iterative Projection (Q6150367) (← links)
• Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← 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 data matrices with general independent columns (Q6172191) (← links)
• (Q6200368) (← links)
• Adaptively robust high-dimensional matrix factor analysis under Huber loss function (Q6541938) (← links)
• Bayesian variable selection for matrix autoregressive models (Q6547759) (← links)
• Simultaneous Decorrelation of Matrix Time Series (Q6567891) (← links)
• A varying coefficient model with matrix valued covariates (Q6611228) (← links)
• Matrix-variate time series analysis: a brief review and some new developments (Q6612365) (← links)
• Online change-point detection for matrix-valued time series with latent two-way factor structure (Q6621541) (← links)
• Conditional mean dimension reduction for tensor time series (Q6626670) (← links)
• Three-way data clustering based on the mean-mixture of matrix-variate normal distributions (Q6626683) (← links)
• Low-rank latent matrix-factor prediction modeling for generalized high-dimensional matrix-variate regression (Q6626885) (← links)
• Matrix autoregressive models: generalization and Bayesian estimation (Q6645234) (← links)
• The spatial-temporal lag model of matrix-valued time series and its application (Q6654108) (← links)
• On a matrix-valued autoregressive model (Q6655919) (← links)