Statistical inference for independent component analysis: application to structural VAR models (Q341899): Difference between revisions

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-.1016/j.jeconom.2016.09.007
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+Q3796553
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+The probability law for the sum of 𝑛 independent variables, each subject to the law (1/\vphantom{1(2ℎ)}.\kern-\nulldelimiterspace(2ℎ))𝑠𝑒𝑐ℎ(𝜋𝑥/\vphantom{𝜋𝑥(2ℎ)}.\kern-\nulldelimiterspace(2ℎ))
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+Consistent noisy independent component analysis
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+Consistent independent component analysis and prewhitening
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+Testing for fundamental vector moving average representations
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+Independent component analysis, a new concept?
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+Blind separation of sources. II: Problems statement
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+Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
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+Econometric specification of stochastic discount factor models
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+Q4369653
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+Asymptotic Properties of Non-Linear Least Squares Estimators
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+Blind separation of sources. I: An adaptive algorithm based on neuromimetic architecture
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+The varimax criterion for analytic rotation in factor analysis
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+Identification and estimation of non-Gaussian structural vector autoregressions
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+Q5664695
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+Q5312885
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+The Deflation-Based FastICA Estimator: Statistical Analysis Revisited
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+Blind separation of mixture of independent sources through a quasi-maximum likelihood approach
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+Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
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+.1016/J.JECONOM.2016.09.007
@@ Property / DOI: 10.1016/J.JECONOM.2016.09.007 / rank @@
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