Comment on: Fitting ARMA time series by structural equation models (Q2250664): Difference between revisions
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Property / cites work: A dynamic factor model for the analysis of multivariate time series / rank | |||
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Property / cites work: Dynamic factor analysis of nonstationary multivariate time series / rank | |||
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Property / cites work: Fitting ARMA time series by structural equation models / rank | |||
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Latest revision as of 10:14, 30 July 2024
scientific article
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English | Comment on: Fitting ARMA time series by structural equation models |
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Comment on: Fitting ARMA time series by structural equation models (English)
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18 July 2014
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lagged variables
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moving-averages
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stationarity
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invertibility
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polynomial factorization
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dynamic factor analysis
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