Chow, Sy-Miin; Zhang, Guangjian - In: Psychometrika 78 (2013) 4, pp. 740-768
Nonlinear dynamic factor analysis models extend standard linear dynamic factor analysis models by allowing time series processes to be nonlinear at the latent level (e.g., involving interaction between two latent processes). In practice, it is often of interest to identify the phases—namely,...