Zobrazeno 1 - 10
of 119
pro vyhledávání: '"Zhang, Rongmao"'
Publikováno v:
In Journal of Statistical Planning and Inference January 2025 234
Publikováno v:
In Journal of Econometrics September 2023 236(1)
Publikováno v:
In Journal of Multivariate Analysis July 2023 196
Publikováno v:
Statistica Sinica, 2022 Jan 01. 32(4), 1961-1981.
Externí odkaz:
https://www.jstor.org/stable/27164237
Publikováno v:
In Journal of Econometrics March 2022 227(1):228-240
Publikováno v:
Statistica Sinica, 2020 Jan 01. 30(3), 1463-1484.
Externí odkaz:
https://www.jstor.org/stable/26968937
We propose a new approach to represent nonparametrically the linear dependence structure of a spatio-temporal process in terms of latent common factors. Though it is formally similar to the existing reduced rank approximation methods (Section 7.1.3 o
Externí odkaz:
http://arxiv.org/abs/1609.06789
Publikováno v:
In Journal of Statistical Planning and Inference May 2021 212:14-33
Publikováno v:
In Journal of Statistical Planning and Inference September 2021
We propose a new and easy-to-use method for identifying cointegrated components of nonstationary time series, consisting of an eigenanalysis for a certain non-negative definite matrix. Our setting is model-free, and we allow the integer-valued integr
Externí odkaz:
http://arxiv.org/abs/1505.00821