Multivariate modelling of long memory processes with common components
type: Item
instance of: scholarly article
title: Multivariate modelling of long memory processes with common components
zbMATH Open document ID: 1452.62666
author: C. Morana
published in: Computational Statistics and Data Analysis
publication date: 2009-06-02T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 5560205
zbMATH Keywords: long memory
zbMATH Keywords: factor model
zbMATH Keywords: principal components analysis
zbMATH Keywords: permanent-transitory decomposition
MaRDI profile type: Publication
full work available at URL: j.csda.2006.12.010
OpenAlex ID: W2086728777
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DOI: 10.1016/J.CSDA.2006.12.010
description: scientific article; zbMATH DE number 5560205