Pages that link to "Item:Q6617786"
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The following pages link to Fitting Vast Dimensional Time-Varying Covariance Models (Q6617786):
Displaying 3 items.
- Fast estimation of a large TVP-VAR model with score-driven volatilities (Q6556130) (← links)
- Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach (Q6586883) (← links)
- High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation (Q6608678) (← links)