The contribution of factor analysis to the study of a process

MaRDI QIDQ2750783zbMATH OpenFDO

Authors C. Pardoux

Publication date 21 October 2001

Published in Revue de Statistique Appliquée (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=RSA_1989__37_4_41_0, https://eudml.org/doc/106265

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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