Modelling multiple time series via common factors (Q3631503)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling multiple time series via common factors |
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Modelling multiple time series via common factors (English)
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10 June 2009
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cross-correlation function
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dimension reduction
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factor model
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multivariate time series
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non-stationarity
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portmanteau test
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white noise
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