//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Tsay, Ruey S."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"high dimensional time"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
High-dimensional time series
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH effect
1
ARCH model
1
ARCH-Modell
1
Cointegration
1
Common factor
1
Correlation
1
Eigenanalysis
1
Einheitswurzeltest
1
Estimation
1
Estimation theory
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Kointegration
1
Korrelation
1
Ljung–Box test
1
Rank correlation
1
Rank test
1
Ranking method
1
Ranking-Verfahren
1
Schätztheorie
1
Schätzung
1
Serial correlation
1
Statistical test
1
Statistischer Test
1
Theorie
1
Theory
1
Unit root
1
Unit root test
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Tsay, Ruey S.
Hallin, Marc
13
Barigozzi, Matteo
6
Chen, Likai
4
Wang, Weining
4
Wu, Wei Biao
4
Bauer, Marcus
3
Chen, Jia
3
Gather, Ursula
3
Imhoff, Michael
3
Li, Degui
3
Liang, Chong
3
Linton, Oliver
3
Schienle, Melanie
3
Chen, Weiye
2
Hotta, Luiz K.
2
Li, Jiahan
2
Lippi, Marco
2
Lu, Zu-di
2
Masini, Ricardo P.
2
Mazzeu, João H. G.
2
Medeiros, Marcelo C.
2
Mendes, Eduardo F.
2
Pereira, Pedro L. Valls
2
Soccorsi, Stefano
2
Trucíos, Carlos
2
Zaffaroni, Paolo
2
Zevallos, Mauricio
2
Anderson, Brian D. O.
1
Athanasopoulos, George
1
Babii, Andrii
1
Chen, Rong
1
Cheng, Zhanhong
1
Deistler, Manfred
1
Fan, Yanqin
1
Forni, Mario
1
Gamakumara, Puwasala
1
Gao, Zhaoxing
1
Ghysels, Eric
1
Guibert, Quentin
1
more ...
less ...
Published in...
All
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing serial correlation and ARCH effect of
high-dimensional
time
-series data
Ling, Shiqing
;
Tsay, Ruey S.
;
Yang, Yaxing
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10012424504
Saved in:
2
Modeling high-dimensional unit-root time series
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1535-1555
Persistent link: https://www.econbiz.de/10013274312
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->