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Nonparametric estimation of functional dynamic factor model - MaRDI portal

Nonparametric estimation of functional dynamic factor model (Q5051331)

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scientific article; zbMATH DE number 7622182
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Nonparametric estimation of functional dynamic factor model
scientific article; zbMATH DE number 7622182

    Statements

    title
    Nonparametric estimation of functional dynamic factor model (English)
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    publication date
    23 November 2022
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    zbMATH Keywords
    functional cointegration
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    functional dynamic factor model
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    functional time series
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    \(I(1)\) functional process
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    long-run covariance operator
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    describes a project that uses
    FAMT
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    fda (R)
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    cites work
    Q5475042
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    Identifiers

    zbMATH DE Number
    7622182
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    OpenAlex ID
    W3095301152
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