Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data (Q726598)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data |
scientific article |
Statements
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data (English)
0 references
12 July 2016
0 references
asymptotic theory
0 references
Kalman filter
0 references
nowcasting
0 references
state space
0 references
0 references
0 references
0 references
