Nonparametric estimation of functional dynamic factor model
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Publication:5051331
DOI10.1080/10485252.2022.2080825OpenAlexW3095301152MaRDI QIDQ5051331
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Publication date: 23 November 2022
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.01831
functional time serieslong-run covariance operator\(I(1)\) functional processfunctional cointegrationfunctional dynamic factor model
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Cites Work
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