Inferential theory for generalized dynamic factor models (Q6150524)
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scientific article; zbMATH DE number 7814012
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inferential theory for generalized dynamic factor models |
scientific article; zbMATH DE number 7814012 |
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Inferential theory for generalized dynamic factor models (English)
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6 March 2024
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high-dimensional time series
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generalized dynamic factor models
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one-sided representations of dynamic factor models
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asymptotic distribution
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confidence intervals
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