scientific article; zbMATH DE number 7307111

zbMath1476.62184MaRDI QIDQ5149176

Marco Lippi, Marc Hallin

Publication date: 6 February 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time seriespanel dataspectral densityfactor modelhigh dimensiondynamic eigenvaluedynamic eigenvectordynamic principal component

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Statistical aspects of big data and data science (62R07) Causal inference from observational studies (62D20)

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