Pages that link to "Item:Q2968469"
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The following pages link to Factor Modelling for High-Dimensional Time Series: Inference and Model Selection (Q2968469):
Displaying 20 items.
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← links)
- Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- Modelling high-dimensional time series by generalized linear dynamic factor models: an introductory survey (Q936481) (← links)
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- 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)
- Robust factor modelling for high-dimensional time series: an application to air pollution data (Q2008477) (← links)
- Threshold factor models for high-dimensional time series (Q2305974) (← links)
- Regularization for stationary multivariate time series (Q2873031) (← links)
- Estimation of latent factors for high-dimensional time series (Q3107980) (← links)
- Wavelet estimation for factor models with time-varying loadings (Q5063217) (← 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)
- 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)
- On determination of the number of factors in an approximate factor model (Q6138244) (← links)
- Factor modeling of multivariate time series: a frequency components approach (Q6168122) (← links)
- Recent development of high-dimensional time series analysis (Q6486982) (← links)
