Published December 7, 2022
| Version 1.0
Software
Open
Data and code to reproduce results of paper "Factor Models for High-Dimensional Functional Time Series II: Estimation and Forecasting" by S. Tavakoli, G. Nisol and M. Hallin
Creators
- 1. Université Libre de Bruxelles
- 2. University of Geneva
Description
In this folder, you will find the code and dataset to reproduce the results of the paper "Factor Models for High-Dimensional Functional Time Series II: Estimation and Forecasting" by Shahin Tavakoli, Gilles Nisol, and Marc Hallin.
Any question/comment can be sent to gnisol@gmail.com.
License: see the "ReadMe" file.
Files
codes_sharable-zenodo-v1.0.zip
Files
(175.6 MB)
| Name | Size | Download all |
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md5:3048439adfeb665a22760628aa1fa09f
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175.6 MB | Preview Download |
Additional details
Funding
- Isaac Newton Institute for Mathematical Sciences EP/K032208/1
- UK Research and Innovation