Consistency of generalized dynamic principal components in dynamic factor models (Q2273706)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Consistency of generalized dynamic principal components in dynamic factor models |
scientific article |
Statements
Consistency of generalized dynamic principal components in dynamic factor models (English)
0 references
25 September 2019
0 references
dimension reduction
0 references
dynamic principal components
0 references
high-dimensional time series
0 references