Hidden factor estimation in dynamic generalized factor analysis models (Q2681371)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Hidden factor estimation in dynamic generalized factor analysis models
scientific article

    Statements

    Hidden factor estimation in dynamic generalized factor analysis models (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    3 February 2023
    0 references
    generalized factor analysis
    0 references
    factor estimation
    0 references
    Kalman filtering
    0 references
    Kalman predictor
    0 references
    dynamic factor models
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references