Dimension reduction in time series and the dynamic factor model
| Year of publication: |
2009
|
|---|---|
| Authors: | Peña, Daniel |
| Published in: |
Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 96.2009, 2, p. 494-496
|
| Publisher: |
Biometrika Trust |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005018151