Hidden factor estimation in dynamic generalized factor analysis models (Q2681371)
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scientific article; zbMATH DE number 7649489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hidden factor estimation in dynamic generalized factor analysis models |
scientific article; zbMATH DE number 7649489 |
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Hidden factor estimation in dynamic generalized factor analysis models (English)
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3 February 2023
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generalized factor analysis
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factor estimation
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Kalman filtering
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Kalman predictor
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dynamic factor models
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0.88663906
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0.8769429
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0.86924094
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0.86878085
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0.8664136
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