Modelling high-dimensional time series by generalized linear dynamic factor models: an introductory survey
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Publication:936481
DOI10.4310/CIS.2007.V7.N2.A3zbMath1141.62065MaRDI QIDQ936481
Manfred Deistler, Christiane Zinner
Publication date: 14 August 2008
Published in: Communications in Information and Systems (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.cis/1184963916
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)
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