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DP10618 Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 智库出版物
2015
作者:  Marco Lippi;  Marc Hallin;  Mario Forni;  Paolo Zaffaroni
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Consistency and rates.  Generalized dynamic factor models.  High -dimensional time series.  One-sided representations of dynamic factor models.  Vector processes with singular spectral density