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