scientific article; zbMATH DE number 7307116

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Publication:5149181

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zbMath1476.62183MaRDI QIDQ5149181

Mario Forni, Paolo Zaffaroni, Marc Hallin, Marco Lippi

Publication date: 6 February 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

high-dimensional time series generalized dynamic factor models vector processes with singular spectral density consistency and rates one-sided representations of dynamic factor models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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