Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Year of publication: |
2014
|
---|---|
Authors: | Song, Song ; Härdle, Wolfgang ; Ritov, Ya'acov |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 17.2014, 2, p. 101-131
|
Subject: | Asymptotic inference | Factor model | Group Lasso | Periodic | Seasonality | Semi-parametric model | Spectral analysis | Weather | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Saisonale Schwankungen | Seasonal variations |
-
Song, Song, (2010)
-
Song, Song, (2010)
-
Seasonality robust local whittle estimation
Wingert, Simon, (2020)
- More ...
-
Song, Song, (2017)
-
Partial Linear Quantile Regression and Bootstrap Confidence Bands
Härdle, Wolfgang, (2017)
-
Song, Song, (2010)
- More ...