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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal de la Société de Statistique de Paris"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~type_genre:"Article in journal"
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Hallin, Marc
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Hotta, Luiz K.
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Pereira, Pedro L. Valls
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Trucíos, Carlos
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International journal of forecasting
Journal de la Société de Statistique de Paris
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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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
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:
3
Séquences généralisées : un outil pour l'analyse des séries hétéroscédastiques?
Hallin, Marc
- In:
Journal de la Société de Statistique de Paris
135
(
1994
)
3
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001173934
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