Maximum likelihood estimation for dynamic factor models with missing data (Q550846): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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| Property / Mathematics Subject Classification ID: 62N01 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5920223 / rank | |||
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high-dimensional vector series | |||
| Property / zbMATH Keywords: high-dimensional vector series / rank | |||
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Kalman filtering and smoothing | |||
| Property / zbMATH Keywords: Kalman filtering and smoothing / rank | |||
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unbalanced panels of time series | |||
| Property / zbMATH Keywords: unbalanced panels of time series / rank | |||
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Revision as of 13:37, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for dynamic factor models with missing data |
scientific article |
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Maximum likelihood estimation for dynamic factor models with missing data (English)
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13 July 2011
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high-dimensional vector series
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Kalman filtering and smoothing
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unbalanced panels of time series
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