Factor models in high-dimensional time series—A time-domain approach
Authors:
- Marc HallinMHMarc Hallin
- Marco LippiMLMarco Lippi
- 1 July 2013
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 123 (7) , 2678-2695
Abstract
No abstract availableKeywords
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Funding Information
- Australian Research Council
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