Factor models for high-dimensional functional time series II: Estimation and forecasting (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.12675
Publication URI: http://dx.doi.org/10.1111/jtsa.12675
Type: Journal Article/Review
Parent Publication: Journal of Time Series Analysis
Issue: 5-6
ISSN: 0143-9782