Maximum likelihood estimation for dynamic factor models with missing data (Q550846): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Siem Jan Koopman / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Michel van der Wel / rank | |||
Normal rank | |||
Revision as of 11:21, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for dynamic factor models with missing data |
scientific article |
Statements
Maximum likelihood estimation for dynamic factor models with missing data (English)
0 references
13 July 2011
0 references
high-dimensional vector series
0 references
Kalman filtering and smoothing
0 references
unbalanced panels of time series
0 references
