Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic factor models with infinite-dimensional factor space: asymptotic analysis |
scientific article |
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Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (English)
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23 May 2017
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high-dimensional time series
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generalized dynamic factor models
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vector processes with singular spectral density
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one-sided representations of dynamic factor models
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consistency and rates
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