Maximum likelihood estimation for dynamic factor models with missing data (Q550846)
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scientific article; zbMATH DE number 5920223
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| default for all languages | No label defined |
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| English | Maximum likelihood estimation for dynamic factor models with missing data |
scientific article; zbMATH DE number 5920223 |
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Maximum likelihood estimation for dynamic factor models with missing data (English)
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13 July 2011
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high-dimensional vector series
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Kalman filtering and smoothing
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unbalanced panels of time series
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0.8131296634674072
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0.7958390116691589
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0.7847861647605896
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0.7844321727752686
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0.7745386958122253
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