Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 08:00, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Dynamic factor models with infinite-dimensional factor space: asymptotic analysis |
scientific article |
Statements
Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (English)
0 references
23 May 2017
0 references
high-dimensional time series
0 references
generalized dynamic factor models
0 references
vector processes with singular spectral density
0 references
one-sided representations of dynamic factor models
0 references
consistency and rates
0 references