Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731): Difference between revisions
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Revision as of 01:54, 28 February 2024
scientific article
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| English | 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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