Generalized Dynamic Factor Models for Mixed-Measurement Time Series
نویسندگان
چکیده
منابع مشابه
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SONG SONG†, WOLFGANG K. HÄRDLE‡,§ AND YA’ACOV RITOV‡,§ †Department of Mathematics, University of Alabama, 318B Gordon Palmer Hall, Tuscaloosa, AL 35487, USA. E-mail: [email protected] ‡School of Business and Economics, Humboldt-Universität zu Berlin, Unter den Linden 6, D-10099, Berlin, Germany. E-mail: [email protected], [email protected] §Department of Statistics, The Hebrew ...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2014
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2012.729986