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Latest revision as of 07:18, 2 July 2024

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Nonlinear principal components and long-run implications of multivariate diffusions
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    Nonlinear principal components and long-run implications of multivariate diffusions (English)
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    9 December 2009
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    nonlinear principal components
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    multivariate diffusion
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    quadratic form
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    conditional expectations operator
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    low-frequency data
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