Factor Modelling for High-Dimensional Time Series: Inference and Model Selection (Q2968469)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor Modelling for High-Dimensional Time Series: Inference and Model Selection |
scientific article |
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Factor Modelling for High-Dimensional Time Series: Inference and Model Selection (English)
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16 March 2017
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high-dimensional time series
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factor analysis
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asymptotics
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information criterion
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out-of-sample prediction
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