The following pages link to (Q3468494):
Displaying 50 items.
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← links)
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Large Bayesian VARMAs (Q281043) (← links)
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
- Studying co-movements in large multivariate data prior to multivariate modelling (Q301956) (← links)
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- A tabular methodology to identify minimal row degrees for matrix Padé approximants (Q390437) (← links)
- A type of matrix Padé approximant inspired by scalar component models (Q421849) (← links)
- Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
- Auto-regressive moving-average discrete-time dynamical systems and autocorrelation functions on real-valued Riemannian matrix manifolds (Q478767) (← links)
- Identifying the finite dimensionality of curve time series (Q620552) (← links)
- A note on the initial identification of scalar component models (Q645034) (← links)
- A characterization of vector autoregressive processes with common cyclical features (Q737947) (← links)
- Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies (Q807368) (← links)
- Generalized principal component analysis for moderately non-stationary vector time series (Q830695) (← links)
- Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
- Canonical correlation for stochastic processes (Q947155) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Identification of vector AR models with recursive structural errors using conditional independence graphs (Q998881) (← links)
- Decomposition of the multi-dimensional time series identification problem (Q1002964) (← links)
- A Bayesian multivariate nonstationary time series model for estimating mutual relationship among variables (Q1126470) (← links)
- Does seasonal adjustment induce common cycles? (Q1128923) (← links)
- Dynamic factor analysis of nonstationary multivariate time series (Q1205779) (← links)
- Identification of multivariate ARMA models (Q1286663) (← links)
- Rationality, minimality and uniqueness of representation of matrix formal power series (Q1298596) (← links)
- A common framework for estimating multivariate autoregressive index models (Q1361519) (← links)
- Codependent cycles (Q1371367) (← links)
- Analysis of cointegrated VARMA processes (Q1371369) (← links)
- A note on the modelling and analysis of vector ARMA processes with nonstationary innovations (Q1411024) (← links)
- Codependent VAR models and the pseudo-structural form (Q1621247) (← links)
- Structured variable selection via prior-induced hierarchical penalty functions (Q1659467) (← links)
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- Factor models for matrix-valued high-dimensional time series (Q1739643) (← links)
- Canonical correlation analysis and reduced rank regression in autoregressive models (Q1848968) (← links)
- The importance of common cyclical features in VAR analysis: A Monte-Carlo study. (Q1858956) (← links)
- Tests for special causes with multivariate autocorrelated data (Q1890973) (← links)
- Canonical correlation and reduction of multiple time series (Q1895419) (← links)
- Macro-panels and reality (Q1934813) (← links)
- A comparison of some of pattern identification methods for order determination of mixed ARMA models (Q1962151) (← links)
- Model specification and selection for multivariate time series (Q2293377) (← links)
- The optimal rate of canonical correlation analysis for stochastic processes (Q2301120) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- A robust procedure to build dynamic factor models with cluster structure (Q2305973) (← links)
- Threshold factor models for high-dimensional time series (Q2305974) (← links)
- Two-mode network autoregressive model for large-scale networks (Q2305985) (← links)
- Canonical correlation for principal components of time series (Q2403411) (← links)
- Covariance changes detection in multivariate time series (Q2433827) (← links)
- Forecasting with nonstationary dynamic factor models (Q2439045) (← links)
