Narrow search
Showing 1 - 5 of 5
Cover Image
Consistent classification of nonstationary time series using stochastic wavelet representations
Fryzlewicz, Piotr; Ombao, Hernando - In: Journal of the American Statistical Association : JASA 104 (2009) 485, pp. 299-312
Persistent link: https://www.econbiz.de/10003878193
Cover Image
SLEX analysis of multivariate nonstationary time series
Omba, Hernando; Sachs, Rainer von; Guo, Wensheng - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 519-531
Persistent link: https://www.econbiz.de/10002929323
Cover Image
Fitting dynamic factor models to non-stationary time series
Eichler, Michael; Motta, Giovanni; Sachs, Rainer von - 2009
Persistent link: https://www.econbiz.de/10003934781
Cover Image
Fitting dynamic factor models to non-stationary time series
Eichler, Michael; Motta, Giovanni; Sachs, Rainer von - In: Journal of econometrics 163 (2011) 1, pp. 51-70
Persistent link: https://www.econbiz.de/10009270587
Cover Image
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; … - In: Journal of econometrics 222 (2021) 1,2, pp. 324-343
Persistent link: https://www.econbiz.de/10012619427