Non-Stationary Dynamic Factor Models for Large Datasets
نویسندگان
چکیده
منابع مشابه
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
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: SSRN Electronic Journal
سال: 2016
ISSN: 1556-5068
DOI: 10.2139/ssrn.2741739