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Estimation of latent factors for high-dimensional time series (2011)

First Author: Lam C

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