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  • Search: subject:"Dynamic eigenvector"
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Dynamic eigenvalue 1 Dynamic eigenvector 1 Dynamic principal component 1 Factor model 1 High dimension 1 Panel data 1 Spectral density 1 Time series 1
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Hallin, Marc 1 Lippi, Marco 1
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Stochastic Processes and their Applications 1
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Factor models in high-dimensional time series—A time-domain approach
Hallin, Marc; Lippi, Marco - In: Stochastic Processes and their Applications 123 (2013) 7, pp. 2678-2695
High-dimensional time series may well be the most common type of dataset in the so-called “big data” revolution, and have entered current practice in many areas, including meteorology, genomics, chemometrics, connectomics, complex physics simulations, biological and environmental research,...
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