Identifying the finite dimensionality of curve time series (2010)

First Author: Bathia N
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/10.1214/10-aos819

Publication URI: http://dx.doi.org/10.1214/10-aos819

Type: Journal Article/Review

Parent Publication: The Annals of Statistics

Issue: 6