Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725)

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Dynamic factor models with infinite-dimensional factor space: asymptotic analysis
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    Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (English)
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    23 May 2017
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    high-dimensional time series
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    generalized dynamic factor models
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    vector processes with singular spectral density
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    one-sided representations of dynamic factor models
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    consistency and rates
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