Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity (Q5392687): Difference between revisions
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Revision as of 20:07, 5 March 2024
scientific article; zbMATH DE number 5877700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity |
scientific article; zbMATH DE number 5877700 |
Statements
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity (English)
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13 April 2011
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dynamic latent variables
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importance sampling
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mixture of distribution models
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Poisson distribution
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simulated maximum likelihood
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