Open AccessTime Series Modelling with Semiparametric Factor Dynamics
Author(s) -
Szymon Borak,
Wolfgang Karl Härdle,
Enno Mamme,
Byeong U. Park
Publication year - 2007
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2894362
Subject(s) - inference , series (stratigraphy) , autoregressive model , semiparametric regression , econometrics , dynamic factor , statistical inference , computer science , factor analysis , representation (politics) , time series , mathematics , regression analysis , statistics , artificial intelligence , machine learning , politics , political science , law , biology , paleontology
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