Supervised dimension reduction for functional time series - Wang, Guochang; Wen, Zengyao; Jia, Shanming; Liang, Shanshan (Statistical papers (Berlin, Germany), 2024)
Keywords: Data analysis; Economic Theory/Quantitative Economics/Mathematical Methods; Economics; Finance; Insurance; Management; Mathematics and Statistics; Operations Research/Decision Theory; Probability Theory and Stochastic Processes; Regression models; Regular Article; Statistics; Statistics for Business; Time series; Functional sliced inverse regression; Supervised method; Dimension reduction; Functional time series model