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~person:"Hallin, Marc"
~person:"Lu, Zudi"
~source:"econis"
~subject:"High-dimensional time series"
~subject:"Local asymptotic normality"
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High-dimensional time series
Local asymptotic normality
Theorie
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29
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Hallin, Marc
Lu, Zudi
Barigozzi, Matteo
4
La Vecchia, Davide
3
Hotta, Luiz K.
2
Liu, Hang
2
Mazzeu, João H. G.
2
Pereira, Pedro L. Valls
2
Trucíos, Carlos
2
Zaffaroni, Paolo
2
Zevallos, Mauricio
2
Akker, Ramon van den
1
Babić, Slađana
1
Cassart, Delphine
1
Forni, Mario
1
Gelbgras, Laetitia
1
Ley, Christophe
1
Lippi, Marco
1
Luciani, Matteo
1
Nisol, Gilles
1
Paindaveine, Davy
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Tavakoli, Shahin
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ECARES working paper
10
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
2
Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc
-
2022
Persistent link: https://www.econbiz.de/10013415114
Saved in:
3
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
4
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:
5
Rank-based testing for semiparametric VAR model: a measure transportation approach
Hallin, Marc
;
La Vecchia, Davide
;
Liu, Hang
-
2020
Persistent link: https://www.econbiz.de/10012317217
Saved in:
6
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:
7
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
Saved in:
8
Center-outward R-estimation for semiparametric VARMA models
Hallin, Marc
;
La Vecchia, Davide
;
Liu, Hang
-
2019
Persistent link: https://www.econbiz.de/10012179421
Saved in:
9
Optimal tests for elliptical symmetry : specified and unspecified location
Babić, Slađana
;
Gelbgras, Laetitia
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012179634
Saved in:
10
A Simple R-estimation method for semiparametric duration models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 736-749
Persistent link: https://www.econbiz.de/10012483179
Saved in:
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