Wavelet estimation for factor models with time-varying loadings (Q5063217)
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scientific article; zbMATH DE number 7492591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet estimation for factor models with time-varying loadings |
scientific article; zbMATH DE number 7492591 |
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Wavelet estimation for factor models with time-varying loadings (English)
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17 March 2022
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factor models
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wavelet functions
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generalized least squares
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electricity prices and loads
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