Rotation in the dynamic factor modeling of multivariate stationary time series (Q2511830)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rotation in the dynamic factor modeling of multivariate stationary time series |
scientific article |
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Rotation in the dynamic factor modeling of multivariate stationary time series (English)
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6 August 2014
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dynamic factor model
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identifiability
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polynomial division
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moving-average
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rotation criteria
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