Pages that link to "Item:Q2871093"

The following pages link to Multivariate time series analysis. With R and financial applications (Q2871093):

Displaying 47 items.

• Principal component analysis for second-order stationary vector time series (Q82525) (← links)
• Autoregressive models for matrix-valued time series (Q109413) (← links)
• Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
• New independent component analysis tools for time series (Q894577) (← links)
• A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
• Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
• Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587) (← links)
• Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (Q1728674) (← links)
• Factor models for matrix-valued high-dimensional time series (Q1739643) (← links)
• Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
• The multivariate bullwhip effect (Q1754211) (← links)
• Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
• Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
• Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
• A factor-GARCH model for high dimensional volatilities (Q2155653) (← links)
• Mean-variance analysis and the modified market portfolio (Q2291810) (← links)
• Using multiple time series analysis for geosensor data forecasting (Q2292931) (← links)
• Testing serial correlations in high-dimensional time series via extreme value theory (Q2305977) (← links)
• Dynamic conditional angular correlation (Q2305980) (← links)
• Evaluation of credit value adjustment in K-forward (Q2404546) (← links)
• An introduction to analysis of financial data with R. (Q2902624) (← links)
• (Q4631986) (← links)
• (Q4986371) (← links)
• Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
• Matrix Autoregressive Spatio-Temporal Models (Q5066496) (← links)
• Multivariate Hysteretic Autoregressive Models (Q5072148) (← links)
• Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling (Q5081062) (← links)
• QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
• A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data (Q5377201) (← links)
• A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models (Q5384672) (← links)
• Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
• Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116) (← links)
• Time Series (Q5893982) (← links)
• Comments on ``Data science, big data and statistics'' (Q5970970) (← links)
• Stochastic modelling of volatility and inter-relationships in the Australian electricity markets (Q6050517) (← links)
• ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density (Q6075127) (← links)
• Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages (Q6107231) (← links)
• Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
• A frequency domain bootstrap for general multivariate stationary processes (Q6160981) (← links)
• Data-driven support for policy and decision-making in university research management: a case study from Germany (Q6167419) (← links)
• Covariance Model with General Linear Structure and Divergent Parameters (Q6190754) (← links)
• Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time-varying correlations (Q6574634) (← links)
• Matrix-variate time series analysis: a brief review and some new developments (Q6612365) (← links)
• Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data (Q6617741) (← links)
• Reduced-Rank Envelope Vector Autoregressive Model (Q6626259) (← links)
• Spatio-temporal analysis of dependent risk with an application to cyberattacks data (Q6665541) (← links)
• Modeling and forecasting traffic flows with mobile phone big data in flooding risk areas to support a data-driven decision making (Q6666710) (← links)