Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic factor models with infinite-dimensional factor spaces: one-sided representations |
scientific article |
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Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (English)
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6 May 2015
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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 for dynamic factor models
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