Old Web
English
Sign In
Acemap
>
authorDetail
>
João H. G Mazzeu
João H. G Mazzeu
Dynamic factor
Monte Carlo method
Dimensionality reduction
Applied mathematics
Outlier
3
Papers
3
Citations
0.00
KQI
Citation Trend
Filter By
Interval:
1900~2024
1900
2024
Author
Papers (3)
Sort By
Default
Most Recent
Most Early
Most Citation
No data
Journal
Conference
Others
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting
2020
Carlos César Trucíos Maza
João H. G Mazzeu
Luiz Koodi Hotta
Pedro L. Valls Pereira
Marc Hallin
Show All
Source
Cite
Save
Citations (2)
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach
2019
Marc Hallin
Luis K. Hotta
João H. G Mazzeu
Carlos César Trucíos Maza
Pedro L. Valls Pereira
Mauricio Zevallos
Show All
Source
Cite
Save
Citations (1)
On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting
2019
Carlos César Trucíos Maza
João H. G Mazzeu
Luis K. Hotta
Pedro L. Valls Pereira
Marc Hallin
Show All
Source
Cite
Save
Citations (0)
1