Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144)
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scientific article; zbMATH DE number 7661436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues |
scientific article; zbMATH DE number 7661436 |
Statements
Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (English)
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9 March 2023
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diverging eigenvalues
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eigen-analysis
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factor model
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high dimension
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projected principal component analysis
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white noise test
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