Modelling multiple time series via common factors (Q3631503)
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scientific article; zbMATH DE number 5563401
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| English | Modelling multiple time series via common factors |
scientific article; zbMATH DE number 5563401 |
Statements
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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0.9406028
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0.90044105
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0.8888272
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0.8813497
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0.8747721
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