Title of article :
Statistical analysis of a class of factor time series models
Author/Authors :
Masanobu Taniguchi، نويسنده , , Kousuke Maeda، نويسنده , , Madan L. Puri، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Factor time series model , spectral density , Periodogram , Local power , local asymptotic normality
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference