Estimation of latent factors for high-dimensional time series (Q3107980)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5992031
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of latent factors for high-dimensional time series |
scientific article; zbMATH DE number 5992031 |
Statements
Estimation of latent factors for high-dimensional time series (English)
0 references
28 December 2011
0 references
convergence in \(L_{2}\)-norm
0 references
curse and blessing of dimensionality
0 references
dimension reduction
0 references
eigenanalysis
0 references
factor model
0 references
0.8667677640914917
0 references
0.8065001964569092
0 references
0.7988812923431396
0 references
0.7986002564430237
0 references
0.7941417694091797
0 references
