Singular autoregressions for generalized dynamic factor models

Manfred Deistler*, Alexander Filler, Brian D.O. Anderson, Weitian Chen, Elisabeth Felsenstein

*Corresponding author for this work

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

    1 Citation (Scopus)

    Fingerprint

    Dive into the research topics of 'Singular autoregressions for generalized dynamic factor models'. Together they form a unique fingerprint.

    Mathematics

    Engineering