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On the robustness of the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
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2019
Persistent link: https://www.econbiz.de/10012179660
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Semiparametrically efficient R-estimation for dynamic location-scale models
Hallin, Marc
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La Vecchia, Davide
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2014
Persistent link: https://www.econbiz.de/10010418928
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