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Subject: Factor analysis
Subject: Factor analysis
FAST ID: 1432040 |
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Academic Publications
Factor models for matrix-valued high-dimensional time series
Xialu Liu
Journal of Econometrics
, 2018,
journal article
,
Grants Research and Enterprise Writing (GREW) Fellows
Dimension reduction (Statistics)
Factor analysis
Matrices
Time-series analysis
Regime-switching factor models for high-dimensional time series
Xialu Liu
Statistica Sinica
, 2016,
journal article
,
Grants Research and Enterprise Writing (GREW) Fellows
Econometrics
Factor analysis
Machine learning
Time-series analysis
