Time series modelling with semiparametric factor dynamics
Year of publication: |
2009
|
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Authors: | Park, Byeong U. ; Mammen, Enno ; Härdle, Wolfgang ; Borak, Szymon |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 104.2009, 485, p. 284-298
|
Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Faktorenanalyse | Factor analysis |
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