Comment on: Fitting ARMA time series by structural equation models

DOI10.1007/BF02294322zbMath1291.62235OpenAlexW1975617381MaRDI QIDQ2250664

Peter C. M. Molenaar

Publication date: 18 July 2014

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02294322

zbMATH Keywords

polynomial factorizationinvertibilitystationaritydynamic factor analysislagged variablesmoving-averages

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to psychology (62P15)

Uses Software

• NONLIS

Cites Work

• Unnamed Item
• A dynamic factor model for the analysis of multivariate time series
• Dynamic factor analysis of nonstationary multivariate time series
• Fitting ARMA time series by structural equation models

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