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~person:"Trucíos, Carlos"
~subject:"Multivariate Analyse"
~subject:"Panel study"
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Multivariate Analyse
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Trucíos, Carlos
Hallin, Marc
26
Barigozzi, Matteo
3
Drton, Mathias
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Forni, Mario
3
Han, Fang
3
Hotta, Luiz K.
3
Lippi, Marco
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Mazzeu, João H. G.
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Pereira, Pedro L. Valls
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Shi, Hongjian
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Barrio, Eustasio del
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Soccorsi, Stefano
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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
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:
3
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:
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