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Q4510962 - MaRDI portal

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scientific article; zbMATH DE number 1522694
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scientific article; zbMATH DE number 1522694

    Statements

    author
    Omar Aguilar
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    Gabriel Huerta
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    Raquel Prado
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    Mike West
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    publication date
    16 December 2001
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    zbMATH Keywords
    dynamic factor models
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    dynamic linear models
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    multiple time series
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    multivariate stochastic volatility
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    non-stationary time series
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    time-varying autoregression
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    time series decomposition
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    Identifiers

    zbMATH DE Number
    1522694
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