Pages that link to "Item:Q5881144"
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The following pages link to Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144):
Displaying 8 items.
- Robust factor modelling for high-dimensional time series: an application to air pollution data (Q2008477) (← links)
- Factor Modelling for High-Dimensional Time Series: Inference and Model Selection (Q2968469) (← links)
- Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (Q5130622) (← links)
- Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485) (← links)
- A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data (Q5377201) (← links)
- Robust factor models for high-dimensional time series and their forecasting (Q6096157) (← links)
- Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
- Selecting the number of factors in multi-variate time series (Q6655924) (← links)
