مرکز منطقه ای اطلاع رساني علوم و فناوري

Title of article :

Nonstationary dynamic factor analysis

Author/Authors :

Daniel Pe?a، نويسنده , , Pilar Poncela، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

1237

To page :

1257

Keywords :

Canonical correlation , Cointegration and common factors , Eigenvectors and eigenvalues , Generalized covariance matrices , Vector time series , Wiener processes

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2006

Journal title :

Journal of Statistical Planning and Inference

Record number :

220097

Link To Document :

https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=220097