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Asymptotic inference
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Group Lasso
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Periodic
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fMRI
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Song, Song
Sornette, Didier
19
Ooms, Marius
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Pele, Daniel Traian
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model
Song, Song
;
Härdle, Wolfgang K.
;
Ya'acov Ritov
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2010
(High dimensional) time series which reveal nonstationary and possibly
periodic
behavior occur frequently in many …
Persistent link: https://www.econbiz.de/10010587711
Saved in:
2
Confidence bands in quantile regression and generalized dynamic semiparametric factor models
Song, Song
-
2010
periodic
behavior occur frequently in many fields of science, e.g. macroeconomics, meteorology, medicine and financial …
Persistent link: https://www.econbiz.de/10009467050
Saved in:
3
High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model
Song, Song
;
Härdle, Wolfgang Karl
;
Ritov, Ya'acov
-
2010
(High dimensional) time series which reveal nonstationary and possibly
periodic
behavior occur frequently in many …
Persistent link: https://www.econbiz.de/10010281515
Saved in:
4
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
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