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~subject:"Nonparametric statistics"
~subject:"Statistical distribution"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Nonparametric statistics
Statistical distribution
VAR model
Zeitreihenanalyse
dimension reduction
21
Time series analysis
15
Estimation theory
14
Schätztheorie
14
Theorie
13
Theory
13
Forecasting model
11
Prognoseverfahren
11
Dimension reduction
9
Multivariate Analyse
8
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8
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6
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6
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6
Schätzung
6
Factor analysis
5
Faktorenanalyse
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Dimension Reduction
4
Forecast
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Forecasting
4
VAR-Modell
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Capital income
3
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principal components
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19
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Cubadda, Gianluca
3
Hallin, Marc
3
Härdle, Wolfgang
3
Fried, Roland
2
Hecq, Alain W. J.
2
Hotta, Luiz K.
2
Mazzeu, João H. G.
2
Pereira, Pedro L. Valls
2
Trucíos, Carlos
2
Archimbaud, Aurore
1
Asai, Manabu
1
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1
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1
Beyeler, Simon
1
Boulfani, Fériel
1
Bura, Efstathia
1
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1
Didelez, Vanessa
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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3
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3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
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2
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1
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1
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ECONIS (ZBW)
19
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1
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
-
2023
Persistent link: https://www.econbiz.de/10014248988
Saved in:
2
Dimension
reduction
for high dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2022
Persistent link: https://www.econbiz.de/10013257768
Saved in:
3
ICS for multivariate functional anomaly detection with applications to predictive maintenance and quality control
Archimbaud, Aurore
;
Boulfani, Fériel
;
Gendre, Xavier
; …
-
2021
Persistent link: https://www.econbiz.de/10012434769
Saved in:
4
Reduced rank regression models in economics and finance
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2021
Persistent link: https://www.econbiz.de/10013257759
Saved in:
5
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
Saved in:
6
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:
7
Dimension
reduction
for outlier detection using DOBIN
Kandanaarachchi, Sevvandi
;
Hyndman, Rob J.
-
2019
Persistent link: https://www.econbiz.de/10012598815
Saved in:
8
Streamlining time-varying VAR with a factor structure in the parameters
Beyeler, Simon
-
2019
I introduce a factor structure on the parameters of a Bayesian TVP-VAR to reduce the dimension of the model's state space. To further limit the scope of over-fitting the estimation of the factor loadings uses a new generation of shrinkage priors. A Monte Carlo study illustrates the ability of...
Persistent link: https://www.econbiz.de/10011990248
Saved in:
9
A unified framework for
dimension
reduction
in forecasting
Barbarino, Alessandro
;
Bura, Efstathia
-
2017
alternative, Sufficient
Dimension
Reduction
(SDR), that summarizes x as it relates to y, so that all the information in the …
Persistent link: https://www.econbiz.de/10011708094
Saved in:
10
Optimal
dimension
reduction
for high-dimensional and functional time series
Hallin, Marc
;
Hörmann, Siegfried
;
Lippi, Marco
-
2017
Persistent link: https://www.econbiz.de/10011760436
Saved in:
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