Factor Modelling for High-Dimensional Time Series: Inference and Model Selection.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 285, doi. 10.1111/jtsa.12207
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2017 AND VI 38 AND IP 2
Results: 14
1
2
Adaptive Estimation in Multiple Time Series With Independent Component Errors.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 191, doi. 10.1111/jtsa.12212
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- Publication type:
- Article
3
Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 352, doi. 10.1111/jtsa.12183
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- Publication type:
- Article
4
Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 266, doi. 10.1111/jtsa.12178
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- Publication type:
- Article
5
A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 243, doi. 10.1111/jtsa.12206
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- Publication type:
- Article
6
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 225, doi. 10.1111/jtsa.12213
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- Publication type:
- Article
7
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 147, doi. 10.1111/jtsa.12216
- Publication type:
- Article
8
A Spectral Domain Test for Stationarity of Spatio-Temporal Data.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 326, doi. 10.1111/jtsa.12222
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- Publication type:
- Article
9
Volatility Modeling with a Generalized t Distribution.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 175, doi. 10.1111/jtsa.12224
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- Publication type:
- Article
10
Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 204, doi. 10.1111/jtsa.12225
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- Publication type:
- Article
11
Spectral Estimation of the Multivariate Impulse Response.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 381, doi. 10.1111/jtsa.12226
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- Publication type:
- Article
12
Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 151, doi. 10.1111/jtsa.12230
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- Publication type:
- Article
13
On the Frequency Variogram and on Frequency Domain Methods for the Analysis of Spatio-Temporal Data.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 308, doi. 10.1111/jtsa.12231
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- Publication type:
- Article
14
Editorial: Special Issue to Honor the Memory of Maurice B. Priestley, 1933-2013.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 2, p. 149, doi. 10.1111/jtsa.12232
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- Publication type:
- Article