Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors

Published:2024-09-03 Issue: Volume: Page:1-15
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Gao Zhaoxing¹²^ORCID,Tsay Ruey S.³

Affiliation:

1. School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan, China

2. Center for Data Science, Zhejiang University, Hangzhou, Zhejiang, China

3. Booth School of Business, University of Chicago, Chicago, IL

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2024.2370592

Reference42 articles.

1. Lasso inference for high-dimensional time series

2. Eigenvalue Ratio Test for the Number of Factors

3. Anderson, T. W. (1958), An Introduction to Multivariate Statistical Analysis (Vol. 2), New York: Wiley.

4. Asymptotic Theory for Principal Component Analysis

5. Inferential Theory for Factor Models of Large Dimensions

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Time Series Forecasting with Many Predictors;Mathematics;2024-07-26

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP