Discussion on: ``Generalized linear dynamic factor models: an approach via singular autoregressions

DOI10.1016/S0947-3580(10)70645-2zbMath1198.93210OpenAlexW4232680740MaRDI QIDQ5972134

Hüseyin Akçay

Publication date: 14 September 2010

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0947-3580(10)70645-2

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Cites Work

• Unnamed Item
• Modelling high-dimensional time series by generalized linear dynamic factor models: an introductory survey
• A subspace algorithm for the identification of discrete time frequency domain power spectra
• Properties of Zero-Free Spectral Matrices

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