Paolo Zaffaroni – författare

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1 produkter

1. 

   TIME SERIES IN HIGH DIMENSIONS: THE GENERAL DYNAMIC FACTOR MODEL

   Av Hallin Marc, Marc Hallin m. fl.

   Inbunden, 2020

   3337 kr

   Lägg i varukorg

   Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account of the so-called General Dynamic Factor Model methods. The topics covered include: asymptotic representation problems, estimation, …