A robust procedure to build dynamic factor models with cluster structure (Q2305973)
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scientific article; zbMATH DE number 7180789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust procedure to build dynamic factor models with cluster structure |
scientific article; zbMATH DE number 7180789 |
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A robust procedure to build dynamic factor models with cluster structure (English)
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20 March 2020
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clustering time series
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dependency measures
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multivariate additive outliers
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multivariate level shifts
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principal components
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