Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485): Difference between revisions
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Revision as of 17:03, 30 December 2024
scientific article; zbMATH DE number 7274753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error-Correction Factor Models for High-dimensional Cointegrated Time Series |
scientific article; zbMATH DE number 7274753 |
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Error-Correction Factor Models for High-dimensional Cointegrated Time Series (English)
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16 November 2020
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cointegration
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eigenanalysis
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factor models
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nonstationary processes
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vector time series
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