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R

Ruey S. Tsay

university of chicago

0H指数
0论文数
0被引数
收录论文 32
发表时间
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RATE-OPTIMAL ROBUST ESTIMATION OF HIGH-DIMENSIONAL VECTOR AUTOREGRESSIVE MODELS
errANNALS OF STATISTICS
IF3.7
err2023-04-01
err2
errOAAI
errWang, Di; Tsay, Ruey S.
err分享
err收藏
Parsimony inducing priors for large scale state-space models
errJOURNAL OF ECONOMETRICS
IF4
err2022-09-01
err9
PREAI
errLopes, Hedibert F.; McCulloch, Robert E.; Tsay, Ruey S.
err分享
err收藏
Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2022-05-27
err4
errOAAI
errGao, Zhaoxing; Tsay, Ruey S.
err分享
err收藏
Modeling high-dimensional unit-root time series
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2021-10-01
err4
errOAAI
errGao, Zhaoxing; Tsay, Ruey S.
err分享
err收藏
Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2021-02-03
err13
errOAAI
errGao, Zhaoxing; Tsay, Ruey S.
err分享
err收藏
Testing serial correlations in high-dimensional time series via extreme value theory
errJOURNAL OF ECONOMETRICS
IF4
err2020-05-01
err12
PREAI
errTsay, Ruey S.
err分享
err收藏
Introduction of the annals issue: Statistical learning for dependent data- A celebration of the 85th birthday of Professor George C. Tiao
errJOURNAL OF ECONOMETRICS
IF4
err2020-05-01
err0
PREAI
errChen, Rong; Tsay, Ruey S.
err分享
err收藏
Independent Component Analysis via Distance Covariance
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2017-03-30
err75
errOAAI
errMatteson, David S.; Tsay, Ruey S.
err分享
err收藏
High dimensional dynamic stochastic copula models
errJOURNAL OF ECONOMETRICS
IF4
err2015-12-01
err81
PREAI
errCreal, Drew D.; Tsay, Ruey S.
err分享
err收藏
Forecasting Simultaneously High-Dimensional Time Series: A Robust Model-Based Clustering Approach
errJOURNAL OF FORECASTING
IF2.7
err2013-07-19
err9
PREAI
errWang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; Shrestha, Keshab M.
err分享
err收藏
Constrained Factor Models
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2012-01-01
err19
PREAI
errTsai, Henghsiu; Tsay, Ruey S.
err分享
err收藏
Outlier detection in multivariate time series by projection pursuit
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2012-01-01
err78
PREAI
errGaleano, Pedro; Pena, Daniel; Tsay, Ruey S.
err分享
err收藏
Dynamic Orthogonal Components for Multivariate Time Series
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2011-12-01
err52
PREAI
errMatteson, David S.; Tsay, Ruey S.
err分享
err收藏
Quantile regression models with factor-augmented predictors and information criterion
errECONOMETRICS JOURNAL
IF7
err2011-02-18
err28
PREAI
errAndo, Tomohiro; Tsay, Ruey S.
err分享
err收藏
Discussion of Feature Matching in Time Series Modeling by Y. Xia and H. Tong
errSTATISTICAL SCIENCE
IF3.4
err2011-02-01
err1
errOAAI
errChan, Kung-Sik; Tsay, Ruey S.
err分享
err收藏
Introduction to Special Issue Commemorating the 50th Anniversary of the Kalman Filter and 40th Anniversary of Box and Jenkins
errJOURNAL OF FORECASTING
IF2.7
err2010-12-27
err2
PREAI
errMills, Terence C.; Tsay, Ruey S.; Young, Peter C.
err分享
err收藏
Particle Filters and Bayesian Inference in Financial Econometrics
errJOURNAL OF FORECASTING
IF2.7
err2010-12-17
err123
errOAAI
errLopes, Hedibert F.; Tsay, Ruey S.
err分享
err收藏
Random Aggregation with Applications in High-Frequency Finance
errJOURNAL OF FORECASTING
IF2.7
err2010-12-17
err4
PREAI
errTsay, Ruey S.; Yeh, Jin-Huei
err分享
err收藏
Predictive likelihood for Bayesian model selection and averaging
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2010-10-01
err41
PREAI
errAndo, Tomohiro; Tsay, Ruey
err分享
err收藏
A Conversation with George C. Tiao
errSTATISTICAL SCIENCE
IF3.4
err2010-08-01
err2
errOAAI
errPena, Daniel; Tsay, Ruey S.
err分享
err收藏

研究方向

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合作学者
合作期刊
G
George C. Tiao
H 指数: 62 · 论文数: 214
S
Stephen E. Fienberg
H 指数: 49 · 论文数: 199
J
Johannes Ledolter
H 指数: 42 · 论文数: 261
T
Terence C. Mills
H 指数: 39 · 论文数: 361
D
Daniel Peña
H 指数: 38 · 论文数: 326
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