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Hidden Factor estimation in Dynamic Generalized Factor Analysis Models - MaRDI portal

Hidden Factor estimation in Dynamic Generalized Factor Analysis Models

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Publication:6418212

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DOI10.1016/J.AUTOMATICA.2022.110834zbMath1507.93238arXiv2211.12789MaRDI QIDQ6418212

Giorgio Picci, Lucia Falconi, Mattia Zorzi, Augusto Ferrante

Publication date: 23 November 2022

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics in engineering and industry; control charts (62P30) Filtering in stochastic control theory (93E11)

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