Infinite-dimensional autoregressive systems and the generalized dynamic factor model

zbMATH Open1316.62128MaRDI QIDQ5262067FDOQ5262067

Authors: Marco Lippi 

Publication date: 13 July 2015

Full work available at URL: http://journal-sfds.fr/article/view/108/

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zbMATH Keywords

generalized dynamic factor modelsinfinite-dimensional datasets

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited In (4)

• Generalized infinite factorization models
• Discussion on: ``Generalized linear dynamic factor models: an approach via singular autoregressions
• Generalized linear dynamic factor models: an approach via singular autoregressions
• Title not available (Why is that?)

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