Search Results - Mazzeu, João H.G.

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    Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach

    Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach by Trucíos, Carlos, Mazzeu, João H. G., Hallin, Marc, Hotta, Luiz K., Valls Pereira, Pedro L., Zevallos, Mauricio

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  2. 2
    Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting

    Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting by Trucíos, Carlos, Mazzeu, João H.G., Hotta, Luiz K., Valls Pereira, Pedro L., Hallin, Marc

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