Pages that link to "Item:Q5093233"
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The following pages link to Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series (Q5093233):
Displaying 10 items.
- A semiparametric factor model for CDO surfaces dynamics (Q268745) (← links)
- Implied basket correlation dynamics (Q308412) (← links)
- Fitting dynamic factor models to non-stationary time series (Q737945) (← links)
- Modelling spatio-temporal variability of temperature (Q740085) (← links)
- Estimation of spatio-temporal extreme distribution using a quantile factor model (Q2028577) (← links)
- Dynamic semi-parametric factor model for functional expectiles (Q2418052) (← links)
- Generalized linear dynamic factor models: an approach via singular autoregressions (Q2638166) (← links)
- Hidden factor estimation in dynamic generalized factor analysis models (Q2681371) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)