Nonparametric factor analysis of residual time series (Q5952301)

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scientific article; zbMATH DE number 1688699
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Nonparametric factor analysis of residual time series
scientific article; zbMATH DE number 1688699

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    Nonparametric factor analysis of residual time series (English)
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    26 March 2002
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    nonparametric kernel regression
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    factor analysis
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    multivariate time series
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