Estimation of latent factors for high-dimensional time series (Q3107980)

From MaRDI portal
Revision as of 21:36, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Estimation of latent factors for high-dimensional time series
scientific article

    Statements

    Estimation of latent factors for high-dimensional time series (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    28 December 2011
    0 references
    convergence in \(L_{2}\)-norm
    0 references
    curse and blessing of dimensionality
    0 references
    dimension reduction
    0 references
    eigenanalysis
    0 references
    factor model
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references