Bias correction for time series factor models (Q4960630)
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scientific article; zbMATH DE number 7192620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias correction for time series factor models |
scientific article; zbMATH DE number 7192620 |
Statements
Bias correction for time series factor models (English)
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23 April 2020
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dimensionality reduction
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small sample bias correction
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autoregressive models
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persistent process
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factor model
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