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Wavelet estimation for factor models with time-varying loadings - MaRDI portal

Wavelet estimation for factor models with time-varying loadings (Q5063217)

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scientific article; zbMATH DE number 7492591
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English
Wavelet estimation for factor models with time-varying loadings
scientific article; zbMATH DE number 7492591

    Statements

    title
    Wavelet estimation for factor models with time-varying loadings (English)
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    author
    Q5063216
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    Daniel Peña
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    Chang Chiann
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    publication date
    17 March 2022
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    zbMATH Keywords
    factor models
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    wavelet functions
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    generalized least squares
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    electricity prices and loads
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    cites work
    Q5475042
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    Q4865484
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    Q2891271
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    Q5149175
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    Q4256211
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    Identifiers

    Mathematics Subject Classification ID
    62P12
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    91B84
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    62H25
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    65T60
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    zbMATH DE Number
    7492591
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    arXiv ID
    2110.04416
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    OpenAlex ID
    W3207179500
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