Factor models in high-dimensional time series—A time-domain approach
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2013
ISSN: 0304-4149
DOI: 10.1016/j.spa.2013.04.001