Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485): Difference between revisions

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Latest revision as of 16:03, 30 December 2024

scientific article; zbMATH DE number 7274753
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English
Error-Correction Factor Models for High-dimensional Cointegrated Time Series
scientific article; zbMATH DE number 7274753

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    Error-Correction Factor Models for High-dimensional Cointegrated Time Series (English)
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    16 November 2020
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    cointegration
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    eigenanalysis
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    factor models
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    nonstationary processes
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    vector time series
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