The following pages link to (Q5149176):
Displaying 7 items.
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- Determining the number of factors for high-dimensional time series (Q1782115) (← links)
- (Q4969063) (← links)
- Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (Q5130622) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- Robust factor models for high-dimensional time series and their forecasting (Q6096157) (← links)
- Factor modeling of multivariate time series: a frequency components approach (Q6168122) (← links)
