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~subject:"Zeitreihenanalyse"
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Search: subject:"dimension reduction"
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Zeitreihenanalyse
Dimension reduction
131
dimension reduction
105
Schätztheorie
48
Theorie
48
Estimation theory
43
Time series analysis
42
Forecasting model
39
Prognoseverfahren
39
Theory
38
Nichtparametrisches Verfahren
22
Factor analysis
19
Regression analysis
19
Regressionsanalyse
19
Schätzung
19
Faktorenanalyse
18
Nonparametric statistics
18
Multivariate Analyse
17
Estimation
16
Multivariate analysis
16
Volatility
14
Volatilität
14
Sliced inverse regression
13
Statistische Verteilung
13
Sufficient dimension reduction
13
Dimension Reduction
12
Capital income
11
Forecast
11
Forecasting
11
Kapitaleinkommen
11
Stochastic process
11
Stochastischer Prozess
11
Nonparametric regression
10
Option pricing theory
10
Optionspreistheorie
10
Prognose
9
Statistical distribution
9
Central subspace
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
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Free
20
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18
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Article
22
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19
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Article in journal
20
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20
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18
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15
Graue Literatur
15
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15
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2
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2
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1
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1
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English
41
Author
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Cubadda, Gianluca
5
Hallin, Marc
5
Hotta, Luiz K.
4
Härdle, Wolfgang
4
Mazzeu, João H. G.
4
Pereira, Pedro L. Valls
4
Trucíos, Carlos
4
Fried, Roland
3
Okhrin, Ostap
3
Okhrin, Yarema
3
Asai, Manabu
2
Chan, Joshua
2
Didelez, Vanessa
2
Guardabascio, Barbara
2
Mazzali, Marco
2
McAleer, Michael
2
Stahlschmidt, Stephan
2
Strachan, Rodney W.
2
Theis, Winfried
2
Thome, Helmut
2
Weihs, Claus
2
Zevallos, Mauricio
2
Barbarino, Alessandro
1
Becker, Claudia
1
Beyeler, Simon
1
Bitetto, Alessandro
1
Bura, Efstathia
1
Carpay, Matthijs
1
Cerchiello, Paola
1
Chang, Jinyuan
1
Croux, Christophe
1
Dai, Deliang
1
Dong, Yingjie
1
Exterkate, Peter
1
Gleim, Alexander
1
Guo, Bin
1
Hecq, Alain W. J.
1
Horta, Eduardo
1
Hyndman, Rob J.
1
Härdle, Wolfgang Karl
1
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International journal of forecasting
4
Journal of econometrics
4
ECARES working paper
3
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 dynamics & control
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
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ECONIS (ZBW)
38
EconStor
3
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11
Functional time series approach to analyzing asset returns co-movements
Saart, Patrick W.
;
Xia, Yingcun
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 127-151
Persistent link: https://www.econbiz.de/10013441838
Saved in:
12
Dimension
reduction
for outlier detection using DOBIN
Kandanaarachchi, Sevvandi
;
Hyndman, Rob J.
-
2019
Persistent link: https://www.econbiz.de/10012598815
Saved in:
13
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:
14
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:
15
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:
16
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:
17
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:
18
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:
19
Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509995
Saved in:
20
Volatility martingale difference divergence matrix and its application to
dimension
reduction
for multivariate volatility
Lee, Chung Eun
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 80-92
Persistent link: https://www.econbiz.de/10012179517
Saved in:
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