Pages that link to "Item:Q3761507"

The following pages link to Identifying a Simplifying Structure in Time Series (Q3761507):

Displaying 50 items.

• Principal component analysis for second-order stationary vector time series (Q82525) (← links)
• Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
• Identifying the finite dimensionality of curve time series (Q620552) (← links)
• Functional dynamic factor models with application to yield curve forecasting (Q714342) (← links)
• Generalized principal component analysis for moderately non-stationary vector time series (Q830695) (← links)
• Dynamic factor analysis of nonstationary multivariate time series (Q1205779) (← links)
• Computation of the Beveridge--Nelson decomposition for multivariate economic time series (Q1274780) (← links)
• Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
• A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
• Robust factor modelling for high-dimensional time series: an application to air pollution data (Q2008477) (← links)
• Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (Q2034144) (← links)
• Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
• Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
• Extracting a low-dimensional predictable time series (Q2147946) (← links)
• A fragmented-periodogram approach for clustering big data time series (Q2183658) (← links)
• Data science, big data and statistics (Q2273155) (← links)
• Model specification and selection for multivariate time series (Q2293377) (← 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)
• Clustering time series by linear dependency (Q2329790) (← links)
• Covariance changes detection in multivariate time series (Q2433827) (← links)
• Forecasting with nonstationary dynamic factor models (Q2439045) (← links)
• Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
• Nonstationary dynamic factor analysis (Q2491853) (← links)
• Moving dynamic principal component analysis for non-stationary multivariate time series (Q2667028) (← links)
• Complexity pursuit: Separating interesting components from time series (Q2731455) (← links)
• Likelihood Function and Canonical Correlation Analysis of the Peña–Box Model (Q3006276) (← links)
• Robustness Comparison of the Peña–Box Model and the Factor Model to Extract Useful Predictors (Q3006291) (← links)
• Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
• On the logical development of statistical models (Q3357258) (← links)
• Measuring the Advantages of Multivariate vs. Univariate Forecasts (Q3505336) (← links)
• An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848) (← links)
• COINTEGRATION AND COMMON FACTORS (Q4319852) (← links)
• On time-irreversibility and other non-linear features in time series (Q4490159) (← links)
• Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
• Bias correction for time series factor models (Q4960630) (← links)
• On a new procedure for identifying a dynamic common factor model (Q5009653) (← links)
• Wavelet estimation for factor models with time-varying loadings (Q5063217) (← links)
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• (Q5101809) (← links)
• Forecasting Multiple Time Series With One-Sided Dynamic Principal Components (Q5208073) (← links)
• Model selection criteria for reduced rank multivariate time series: a simulation study (Q5219443) (← links)
• Simultaneous Statistical Inference in Dynamic Factor Models (Q5280122) (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
• Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
• Statistical inference in factor analysis for diffusion processes from discrete observations (Q6076572) (← links)
• Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
• Factor modeling of multivariate time series: a frequency components approach (Q6168122) (← links)
• Simultaneous Decorrelation of Matrix Time Series (Q6567891) (← links)