:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Chen, Rong, Giannerini, Simone, Goracci, Greta, Trapani, Lorenzo
Format:	Preprint
Published:	2025
Subjects:	Methodology
Online Access:	https://arxiv.org/abs/2501.01925
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Strategic Play and Home Advantage: Coaches' Tactical Impact in Serie A
by: Angelini, Francesco, et al.
Published: (2025)

Testing for Threshold Effects in the Presence of Heteroskedasticity and Measurement Error With an Application to Italian Strikes
by: Francesco Angelini, et al.
Published: (2024)

Real-time monitoring with RCA models
by: Horváth, Lajos, et al.
Published: (2023)

Moving sum procedure for multiple change point detection in large factor models
by: Barigozzi, Matteo, et al.
Published: (2024)

Sequential monitoring for explosive volatility regimes
by: Horvath, Lajos, et al.
Published: (2024)

Fast Online Changepoint Detection
by: Ghezzi, Fabrizio, et al.
Published: (2024)

Statistical inference for large-dimensional tensor factor model by iterative projections
by: Barigozzi, Matteo, et al.
Published: (2022)

Nonparametric method of structural break detection in stochastic time series regression model
by: Roy, Archi, et al.
Published: (2024)

A Markov-switching dynamic matrix factor model for the high-dimensional matrix time series
by: Yuan, Chaofeng, et al.
Published: (2025)

Complex trend inference for high-dimensional piecewise locally stationary time series
by: Bai, Lujia, et al.
Published: (2024)

Predictive inference for discrete-valued time series
by: Faymonville, Maxime, et al.
Published: (2025)

On testing for independence between generalized error models of several time series
by: Ghoudi, Kilani, et al.
Published: (2024)

Model-based clustering of time-dependent observations with common structural changes
by: Corradin, Riccardo, et al.
Published: (2024)

Information matrix test for normality of innovations in stationary time series models
by: Liu, Zixuan, et al.
Published: (2024)

Canonical correlation analysis of stochastic trends via functional approximation
by: Franchi, Massimo, et al.
Published: (2024)

Modeling large dimensional matrix time series with partially known and latent factors
by: Hui, Yongchang, et al.
Published: (2024)

Consistent diffusion matrix estimation from population time series
by: Forrow, Aden
Published: (2024)

Computationally efficient segmentation for non-stationary time series with oscillatory patterns
by: Bianco, Nicolas, et al.
Published: (2026)

Inference on covariance structure in high-dimensional multi-view data
by: Mauri, Lorenzo, et al.
Published: (2025)

Identification and estimation for matrix time series CP-factor models
by: Chang, Jinyuan, et al.
Published: (2024)

Dynamic linear regression models for forecasting time series with semi long memory errors
by: Goodwin, Thomas, et al.
Published: (2024)

Low-rank matrix estimation via nonconvex spectral regularized methods in errors-in-variables matrix regression
by: Li, Xin, et al.
Published: (2024)

Forecasting high-dimensional functional time series with dual-factor structures
by: Tang, Chen, et al.
Published: (2021)

Applying non-negative matrix factorization with covariates to multivariate time series data as a vector autoregression model
by: Satoh, Kenichi
Published: (2025)

Inference of a Susceptible-Infectious stochastic model
by: Albano, Giuseppina, et al.
Published: (2024)

Convergence guarantees for response prediction for latent structure network time series
by: Acharyya, Aranyak, et al.
Published: (2025)

A Bayesian joint model for mediation analysis with matrix-valued mediators
by: Liu, Zijin, et al.
Published: (2023)

FCPCA: Fuzzy clustering of high-dimensional time series based on common principal component analysis
by: Ma, Ziling, et al.
Published: (2025)

Market-implied time to transition to a low-carbon economy: a stochastic modelling and inference framework
by: Mercuri, Lorenzo, et al.
Published: (2026)

Difference-based covariance matrix estimate in time series nonparametric regression with applications to specification tests
by: Bai, Lujia, et al.
Published: (2023)

Robust Simulation Based Inference
by: Tomaselli, Lorenzo, et al.
Published: (2025)

Testing for a common subspace in compositional datasets with structural zeros
by: Porro, Francesco, et al.
Published: (2025)

A new non-parametric Kendall's tau for matrix-valued elliptical observations
by: He, Yong, et al.
Published: (2022)

Modeling the uncertainty on the covariance matrix for probabilistic forecast reconciliation
by: Carrara, Chiara, et al.
Published: (2025)

Highly robust factored principal component analysis for matrix-valued outlier accommodation and explainable detection via matrix minimum covariance determinant
by: Wu, Wenhui, et al.
Published: (2025)

Robust covariance estimation and explainable outlier detection for matrix-valued data
by: Mayrhofer, Marcus, et al.
Published: (2024)

Semiparametric mean and variance joint models with clipped-Laplace link functions for bounded integer-valued time series
by: Liu, Tianqing, et al.
Published: (2024)

A maximum likelihood estimation of Lévy-driven stochastic systems for univariate and multivariate time series of observations
by: Arani, Babak M. S.
Published: (2024)

Robust Bayesian Inference on Riemannian Submanifold
by: Tang, Rong, et al.
Published: (2023)

NMF-FFB: Non-negative matrix factorization with feedforward-feedback structure
by: Satoh, Kenichi
Published: (2025)