Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
نویسندگان
چکیده
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 University of Jerusalem, Mount Scopus, Jerusalem 91905, Israel .
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تاریخ انتشار 2013