Nonparametric factor analysis of residual time series

DOI10.1007/BF02595830zbMath0981.62073MaRDI QIDQ5952301

Juan M. Rodríguez-Póo, Oliver B. Linton

Publication date: 26 March 2002

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

factor analysismultivariate time seriesnonparametric kernel regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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