Time Series Modelling With Semiparametric Factor Dynamics
| Year of publication: |
2009
|
|---|---|
| Authors: | Park, Byeong U. ; Mammen, Enno ; Härdle, Wolfgang ; Borak, Szymon |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 104.2009, 485, p. 284-298
|