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Generalized spatial dynamic factor models - MaRDI portal

Generalized spatial dynamic factor models (Q901501)

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scientific article; zbMATH DE number 6528923
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English
Generalized spatial dynamic factor models
scientific article; zbMATH DE number 6528923

    Statements

    Generalized spatial dynamic factor models (English)
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    12 January 2016
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    exponential family
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    factor model
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    Gaussian process
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    Markov chain Monte Carlo
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    reversible jump
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    sampling schemes
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