An autocovariance-based learning framework for high-dimensional functional time series
Jinyuan Chang, Cheng Chen, Xinghao Qiao, Qiwei Yao
| Year of publication: |
2024
|
|---|---|
| Authors: | Chang, Jinyuan ; Chen, Cheng ; Qiao, Xinghao ; Yao, Qiwei |
| Subject: | Block regularized minimum distance estimation | Dimension reduction | Functional time series | High-dimensional data | Non-asymptotics | Sparsity | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Autokorrelation | Autocorrelation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.01.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015074461