Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725)
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scientific article; zbMATH DE number 6722633
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| English | Dynamic factor models with infinite-dimensional factor space: asymptotic analysis |
scientific article; zbMATH DE number 6722633 |
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Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (English)
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23 May 2017
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high-dimensional time series
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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 of dynamic factor models
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consistency and rates
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0.9936557412147522
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0.9110979437828064
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0.8922470808029175
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0.8521583080291748
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0.8322756290435791
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