Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song Song, Wolfgang K. Härdle and Ya'acov Ritov
| Year of publication: |
2014
|
|---|---|
| Authors: | Song, Song ; Härdle, Wolfgang ; Ritov, Ya'acov |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 17.2014, 2, p. 101-131
|
| Subject: | Asymptotic inference | Factor model | Group Lasso | Periodic | Seasonality | Semi-parametric model | Spectral analysis | Weather | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Faktorenanalyse | Factor analysis |
| Extent: | graph. Darst., Kt. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010498722