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1 Ergebnisse
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Two-way dynamic factor models for high-dimensional matrix-v..:
Yuan, Chaofeng
;
Gao, Zhigen
;
He, Xuming
..
Journal of the Royal Statistical Society Series B: Statistical Methodology. , 2023
Link:
https://doi.org/10.1093/jrsssb/qkad077
RT Journal T1 <Title>Two-way dynamic factor models for high-dimensional matrix-valued time series</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1093_jrsssb_qkad077&Exemplar=1&LAN=DE A1 Yuan, Chaofeng A1 Gao, Zhigen A1 He, Xuming A1 Huang, Wei A1 Guo, Jianhua PB Oxford University Press (OUP) YR 2023 SN 1369-7412 SN 1467-9868 JF Journal of the Royal Statistical Society Series B: Statistical Methodology LK http://dx.doi.org/https://doi.org/10.1093/jrsssb/qkad077 DO https://doi.org/10.1093/jrsssb/qkad077 SF ELIB - SuUB Bremen
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