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~person:"Mazzeu, João H. G."
~subject:"Estimation theory"
~subject:"Statistical distribution"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Mazzeu, João H. G.
Cubadda, Gianluca
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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
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
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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
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