Estimation of latent factors for high-dimensional time series (Q3107980)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of latent factors for high-dimensional time series |
scientific article |
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Estimation of latent factors for high-dimensional time series (English)
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28 December 2011
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convergence in \(L_{2}\)-norm
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curse and blessing of dimensionality
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dimension reduction
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eigenanalysis
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factor model
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