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Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - 2015
Persistent link: https://www.econbiz.de/10011289217
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Dynamic factor model with infinite dimensional factor space: forecasting
Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011672373
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Optimal dimension reduction for high-dimensional and functional time series
Hallin, Marc; Hörmann, Siegfried; Lippi, Marco - 2017
Persistent link: https://www.econbiz.de/10011760436
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On distribution and quantile functions, ranks and signs in Rd
Hallin, Marc - 2017
Persistent link: https://www.econbiz.de/10011760373
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From Mahalanobis to Bregman via Monge and Kantorovich towards a "general generalised distance"
Hallin, Marc - 2018
Persistent link: https://www.econbiz.de/10012065317
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Measure transportation and statistical decision theory
Hallin, Marc - 2021
Persistent link: https://www.econbiz.de/10012437077
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Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc - 2022
Persistent link: https://www.econbiz.de/10013415114
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Semiparametrically efficient tests of multivariate independence using center-outward quadrant, Spearman, and Kendall Statistics
Shi, Hongjian; Drton, Mathias; Hallin, Marc; Han, Fang - 2023
Persistent link: https://www.econbiz.de/10013550194
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Multivariate quantiles: geometric and measure-transportation-based contours
Hallin, Marc; Konen, Dimitri - 2023
Persistent link: https://www.econbiz.de/10014391450
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Dynamic factor models: a genealogy
Barigozzi, Matteo; Hallin, Marc - 2023
Persistent link: https://www.econbiz.de/10014391458