Estimation of latent factors for high-dimensional time series (2011)
Attributed to:
High-Dimensional Time Series, Common Factors, and Nonstationarity
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1093/biomet/asr048
Publication URI: http://dx.doi.org/10.1093/biomet/asr048
Type: Journal Article/Review
Parent Publication: Biometrika
Issue: 4