Nonparametric factor analysis of residual time series
Year of publication: |
2001
|
---|---|
Authors: | Rodríguez-Poo, Juan ; Linton, Oliver |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 10.2001, 1, p. 161-182
|
Publisher: |
Springer |
Subject: | factor analysis | nonparametric kernel regression | time series |
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