• Title of article

    Multivariate modelling of long memory processes with common components

  • Author/Authors

    Claudio Morana، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    16
  • From page
    919
  • To page
    934
  • Keywords
    Factor model , Long memory , Permanent–transitory decomposition , principal components analysis
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2007
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    145588

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145588