LSE creators

Number of items: 3.
Public
  • Lam, Clifford, Yao, Qiwei, Bathia, Neil (2011). Estimation of latent factors for high-dimensional time series. Biometrika, 98(4), 901-18. https://doi.org/10.1093/biomet/asr048
  • Bathia, Neil, Yao, Qiwei, Ziegelmann, Flavio (2010). Identifying the finite dimensionality of curve time series. Annals of Statistics, 38(6), 3352-3386. https://doi.org/10.1214/10-AOS819
  • Bathia, Neil (2009). Factor modeling for high dimensional time series. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf