Locally stationary factor models: identification and nonparametric estimation (Q3108568)

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scientific article; zbMATH DE number 5994523
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    Locally stationary factor models: identification and nonparametric estimation
    scientific article; zbMATH DE number 5994523

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      LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (English)
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      4 January 2012
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