Modelling non-stationary multivariate time series of counts via common factors (Q4962089)
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scientific article; zbMATH DE number 6967956
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| default for all languages | No label defined |
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| English | Modelling non-stationary multivariate time series of counts via common factors |
scientific article; zbMATH DE number 6967956 |
Statements
Modelling Non-Stationary Multivariate Time Series of Counts via Common Factors (English)
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30 October 2018
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count time series
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eigendecomposition
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factor model
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generalized auto-regressive conditional heteroscedasticity
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generalized linear models
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pseudolikelihood
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0.7768487930297852
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0.7594078779220581
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0.7531294822692871
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0.7448495626449585
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0.7426460385322571
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