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Factor models for high-dimensional functional time series I: Representation results (2023)

First Author: Hallin M

Attributed to: Isaac Newton Institute for Mathematical Sciences funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/jtsa.12676

Publication URI: http://dx.doi.org/10.1111/jtsa.12676

Type: Journal Article/Review

Parent Publication: Journal of Time Series Analysis

Issue: 5-6