Dynamic Factor-Analysis Models for Stationary Processes
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Publication:3030069
DOI10.1093/imamci/3.2-3.185zbMath0626.62088MaRDI QIDQ3030069
Giorgio Picci, Stefano Pinzoni
Publication date: 1986
Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imamci/3.2-3.185
factor analysis models; dynamic errors-in-variables models; dynamic models for time series; identification of multivariate time series
62H25: Factor analysis and principal components; correspondence analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
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