scientific article; zbMATH DE number 7307115
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Publication:5149180
zbMath1476.62257MaRDI QIDQ5149180
Mario Forni, Paolo Zaffaroni, Marco Lippi, Marc Hallin
Publication date: 6 February 2021
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
generalized dynamic factor modelsone-sided representations for dynamic factor modelsvector processes with singular spectral density
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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