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
Pages
14
From page
2367
To page
2380
Keywords
Factor time series model , spectral density , Periodogram , Local power , local asymptotic normality
Journal title
Journal of Statistical Planning and Inference
Serial Year
2006
Journal title
Journal of Statistical Planning and Inference
Record number
220166
Link To Document