Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series

Marc Hallin

Year of publication:	September 2022
Authors:	Hallin, Marc
Publisher:	Brussels, Belgium : ECARES
Subject:	High-dimensional time series \| General Dynamic Factor Models \| spiked covariance model \| reduced-rank process \| Zeitreihenanalyse \| Time series analysis \| Faktorenanalyse \| Factor analysis \| Theorie \| Theory

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