Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data (Q726598)
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scientific article; zbMATH DE number 6603058
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data |
scientific article; zbMATH DE number 6603058 |
Statements
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data (English)
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12 July 2016
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asymptotic theory
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Kalman filter
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nowcasting
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state space
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