A spectral EM algorithm for dynamic factor models (Q1754525)
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scientific article; zbMATH DE number 6877081
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A spectral EM algorithm for dynamic factor models |
scientific article; zbMATH DE number 6877081 |
Statements
A spectral EM algorithm for dynamic factor models (English)
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31 May 2018
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indirect inference
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Kalman filter
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sectoral employment
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spectral maximum likelihood
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Wiener-Kolmogorov filter
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0.87784344
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0.87539136
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0.86098194
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0.86096346
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