Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series (Q5093233)
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scientific article; zbMATH DE number 7563591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series |
scientific article; zbMATH DE number 7563591 |
Statements
Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series (English)
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26 July 2022
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asymptotic inference
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factor model
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group Lasso
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periodic
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seasonality
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semi-parametric model
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spectral analysis
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weather
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