Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series (Q5093233)
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scientific article; zbMATH DE number 7563591
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| 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)
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26 July 2022
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asymptotic inference
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factor model
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group Lasso
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periodic
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seasonality
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semi-parametric model
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spectral analysis
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weather
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0.7909747362136841
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0.7893015742301941
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0.7743197679519653
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0.7734348773956299
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