Nonstationary dynamic factor analysis (Q2491853): Difference between revisions
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Revision as of 02:33, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonstationary dynamic factor analysis |
scientific article |
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Nonstationary dynamic factor analysis (English)
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29 May 2006
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canonical correlation
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cointegration and common factors
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eigenvectors and eigenvalues
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generalized covariance matrices
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vector time series
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Wiener processes
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