Scaled envelope models for multivariate time series

Cites Work

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A note on fast envelope estimation
Factor modeling for high-dimensional time series: inference for the number of factors
A Bayesian approach for envelope models
Robust regression: Asymptotics, conjectures and Monte Carlo
Response envelopes for linear coregionalization models
Canonical correlation for principal components of time series
Autoregressive models for gene regulatory network inference: sparsity, stability and causality issues
Factor models in high-dimensional time series: A time-domain approach
Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression
Inner envelopes: efficient estimation in multivariate linear regression
Heteroscedastic modelling via the autoregressive conditional variance subspace
Estimation of latent factors for high-dimensional time series
Partial envelopes for efficient estimation in multivariate linear regression
Asymptotic Theory of Overparameterized Structural Models
Reduced rank models for multiple time series
Nested Reduced-Rank Autogressive Models for Multiple Time Series
Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
The Stationary Bootstrap
Forecasting Using Principal Components From a Large Number of Predictors
An Introduction to Envelopes
Groupwise envelope models for imaging genetic analysis
Matrix Variate Regressions and Envelope Models
Envelopes and Partial Least Squares Regression
A Scaled Linear Mixed Model for Multiple Outcomes
A semiparametric approach for modelling multivariate nonlinear time series
Dimension reduction for the conditional mean and variance functions in time series
New Parsimonious Multivariate Spatial Model: Spatial Envelope
Envelopes and reduced-rank regression
Analysis of Financial Time Series
High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition
Multi-scale and hidden resolution time series models
A Review of Envelope Models
Scaled Partial Envelope Model in Multivariate Linear Regression
Testing the martingale difference hypothesis in high dimension
Multivariate Reduced-Rank Regression
Vector autoregression and envelope model
Reduced-Rank Envelope Vector Autoregressive Model

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