Multivariate modelling of long memory processes with common components (Q1020895)
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scientific article; zbMATH DE number 5560205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate modelling of long memory processes with common components |
scientific article; zbMATH DE number 5560205 |
Statements
Multivariate modelling of long memory processes with common components (English)
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2 June 2009
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long memory
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factor model
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principal components analysis
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permanent-transitory decomposition
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