A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semiparametric latent factor model for large scale temporal data with heteroscedasticity |
scientific article |
Statements
A semiparametric latent factor model for large scale temporal data with heteroscedasticity (English)
0 references
28 October 2021
0 references
efficient estimation
0 references
heteroscedasticity
0 references
large scale temporal data
0 references
latent semiparametric factor model
0 references
projection
0 references
0 references
0 references
0 references
0 references
0 references
0 references
