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~person:"Becker, Claudia"
~person:"Mazzeu, João H. G."
~subject:"Forecast"
~subject:"Panel study"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"dimension reduction"
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Forecast
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Dimension reduction
5
Time series analysis
5
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Becker, Claudia
Mazzeu, João H. G.
Cubadda, Gianluca
5
Hallin, Marc
5
Hotta, Luiz K.
4
Pereira, Pedro L. Valls
4
Trucíos, Carlos
4
Bonhomme, Stéphane
3
Härdle, Wolfgang
3
Lamadon, Thibaut
3
Manresa, Elena
3
Alexandridis, Antonios K.
2
Asai, Manabu
2
Bouwman, Kees E.
2
Dijk, Dick van
2
Fried, Roland
2
Guardabascio, Barbara
2
Mazzali, Marco
2
McAleer, Michael
2
Panopulu, Aikaterinē
2
Raviv, Eran
2
Souropanis, Ioannis
2
Stahlschmidt, Stephan
2
Thome, Helmut
2
Zevallos, Mauricio
2
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1
Beyeler, Simon
1
Bitetto, Alessandro
1
Boot, Tom
1
Bura, Efstathia
1
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1
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1
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1
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1
Croux, Christophe
1
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1
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1
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International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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1
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
2
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
3
On the robustness of the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
-
2019
Persistent link: https://www.econbiz.de/10012179660
Saved in:
4
Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
Saved in:
5
Sliced inverse regression for high-dimensional time series
Becker, Claudia
;
Fried, Roland
-
2001
Methods of
dimension
reduction
are very helpful and almost a necessity if we want to analyze high-dimensional time …
Persistent link: https://www.econbiz.de/10009779502
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