Generalized Linear Dynamic Factor Models: An Approach via Singular Autoregressions

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Deistler, Manfred; Anderson, Brian D.O.; Filler, Alexander; Zinner, Ch. and Chen, Weitan (2010) Generalized Linear Dynamic Factor Models: An Approach via Singular Autoregressions. European Journal of Control, 16 (3), pp. 211-224. https://doi.org/10.3166/ejc.16.211-224

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Official URL: https://doi.org/10.3166/ejc.16.211-224

Item Type:	Article in Academic Journal
Keywords:	High Dimensional Time Series; Generalized Dynamic Factor Models; Singular AR System; (Generalized) Yule–Walker Equations;
Date Deposited:	04 Jun 2020 07:04
Last Modified:	19 Sep 2024 08:53
DOI:	10.3166/ejc.16.211-224
ISSN:	0947-3580
URI:	https://irihs.ihs.ac.at/id/eprint/5347

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