Likelihood‐based dynamic factor analysis for measurement and forecasting (Q5091819)
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scientific article; zbMATH DE number 7564527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood‐based dynamic factor analysis for measurement and forecasting |
scientific article; zbMATH DE number 7564527 |
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Likelihood‐based dynamic factor analysis for measurement and forecasting (English)
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27 July 2022
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EM algorithm
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Kalman filter
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latent factors
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maximum likelihood
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state space form
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