Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series (Q5093233)
From MaRDI portal
scientific article; zbMATH DE number 7563591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series |
scientific article; zbMATH DE number 7563591 |
Statements
Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series (English)
0 references
26 July 2022
0 references
asymptotic inference
0 references
factor model
0 references
group Lasso
0 references
periodic
0 references
seasonality
0 references
semi-parametric model
0 references
spectral analysis
0 references
weather
0 references
