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Time Series In High Dimensions: The General Dynamic Factor Model

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Leidimo metai 2020 m.
Puslapių skč. 764 psl.
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ISBN 9789813278004

Time Series In High Dimensions: The General Dynamic Factor Model

Time Series In High Dimensions: The General Dynamic Factor Model by Marc Hallin, Marco Lippi, Matteo Barigozzi.

Published by World Scientific Publishing Company (WSPC), (2020), Hardback, 764 pages.

Topics: Time series analysis, Econometrics, Mathematical statistics, Statistical methods.

Book cover of: Time Series In High Dimensions: The General Dynamic Factor Model

Time Series In High Dimensions: The G...

Regular price €254,62
Sale price €254,62 Regular price €262,50