//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Zeitreihenanalyse"
~isPartOf:"ECARES working paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"dimension reduction"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Time series analysis
3
Dimension reduction
2
Forecasting model
2
Large panels
2
Prognoseverfahren
2
Theorie
2
Theory
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Capital income
1
Estimation theory
1
Factor analysis
1
Faktorenanalyse
1
Forecast
1
High-dimensional time series
1
Jumps
1
Kapitaleinkommen
1
Karhunen-Loève expansion
1
Minimum variance portfolio
1
Multivariate GARCH
1
Panel
1
Panel study
1
Portfolio selection
1
Portfolio-Management
1
Schätztheorie
1
Varianzanalyse
1
Volatility
1
Volatilität
1
dimension reduction
1
dynamic principal components
1
functional principal components
1
principal components
1
time series
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Language
All
English
3
Author
All
Hallin, Marc
3
Hotta, Luiz K.
2
Mazzeu, João H. G.
2
Pereira, Pedro L. Valls
2
Trucíos, Carlos
2
Hörmann, Siegfried
1
Lippi, Marco
1
Zevallos, Mauricio
1
more ...
less ...
Published in...
All
ECARES working paper
International journal of forecasting
4
Journal of econometrics
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
2
Discussion paper / Tinbergen Institute
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
SFB 649 discussion paper
2
Technical Report
2
Applied quantitative finance
1
Astin bulletin : the journal of the International Actuarial Association
1
CAMA working paper series
1
Econometrics : open access journal
1
Economic modelling
1
Economics letters
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
FEDS Working Paper
1
Finance and economics discussion series
1
Finance research letters
1
Journal of economic surveys
1
Journal of forecasting
1
SFB 649 Discussion Paper
1
Spatial economic analysis : the journal of the Regional Studies Association
1
The econometrics journal
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers / Studienzentrum Gerzensee
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->