Modelling High Dimensional Time Series by Generalized Factor Models

Manfred Deistler; Brian Anderson; Alexander Filler; Weitian Chen

Modelling High Dimensional Time Series by Generalized Factor Models

Manfred Deistler, Brian Anderson, Alexander Filler, Weitian Chen

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Original language	English
Title of host publication	Proceedings of the International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010)
Editors	Conference Program Committee
Place of Publication	Piscataway USA
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	1-7
Edition	Peer Reviewed
ISBN (Print)	9789633113707
Publication status	Published - 2010
Event	International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010) - Budapest Hungary Duration: 1 Jan 2010 → …

Conference

Conference	International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010)
Period	1/01/10 → …
Other	July 5-9 2010

Cite this

Deistler, Manfred ; Anderson, Brian ; Filler, Alexander et al. / Modelling High Dimensional Time Series by Generalized Factor Models. Proceedings of the International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010). editor / Conference Program Committee. Peer Reviewed. ed. Piscataway USA : Institute of Electrical and Electronics Engineers Inc., 2010. pp. 1-7

@inproceedings{4352f1acd6ce4c28b98423d58d5d0159,

title = "Modelling High Dimensional Time Series by Generalized Factor Models",

author = "Manfred Deistler and Brian Anderson and Alexander Filler and Weitian Chen",

year = "2010",

language = "English",

isbn = "9789633113707",

pages = "1--7",

editor = "{Conference Program Committee}",

booktitle = "Proceedings of the International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010)",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

address = "United States",

edition = "Peer Reviewed",

note = "International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010) ; Conference date: 01-01-2010",

}

Deistler, M, Anderson, B, Filler, A & Chen, W 2010, Modelling High Dimensional Time Series by Generalized Factor Models. in CPC (ed.), Proceedings of the International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010). Peer Reviewed edn, Institute of Electrical and Electronics Engineers Inc., Piscataway USA, pp. 1-7, International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010), 1/01/10.

Modelling High Dimensional Time Series by Generalized Factor Models. / Deistler, Manfred; Anderson, Brian; Filler, Alexander et al.
Proceedings of the International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010). ed. / Conference Program Committee. Peer Reviewed. ed. Piscataway USA: Institute of Electrical and Electronics Engineers Inc., 2010. p. 1-7.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Modelling High Dimensional Time Series by Generalized Factor Models

AU - Deistler, Manfred

AU - Anderson, Brian

AU - Filler, Alexander

AU - Chen, Weitian

PY - 2010

Y1 - 2010

M3 - Conference contribution

SN - 9789633113707

SP - 1

EP - 7

BT - Proceedings of the International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010)

A2 - null, Conference Program Committee

PB - Institute of Electrical and Electronics Engineers Inc.

CY - Piscataway USA

T2 - International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010)

Y2 - 1 January 2010

ER -