Generalized linear dynamic factor models: an approach via singular autoregressions (Q2638166)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized linear dynamic factor models: an approach via singular autoregressions |
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Generalized linear dynamic factor models: an approach via singular autoregressions (English)
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14 September 2010
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high dimensional time series
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generalized dynamic factor models
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singular AR system
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(generalized) Yule-Walker equations
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