Identifying a Simplifying Structure in Time Series (Q3761507): Difference between revisions
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Latest revision as of 20:40, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifying a Simplifying Structure in Time Series |
scientific article |
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Identifying a Simplifying Structure in Time Series (English)
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1987
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multiple time series
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dynamic factor analysis
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identification
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hidden factors
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multivariate time series
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number of factors
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simplifying transformation
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rank of the covariance matrices
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infinite moving average representation
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eigenvectors
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canonical transformation
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vector autoregressive integrated moving average model
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