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Modelling High Dimensional Time Series by Generalized Factor Models

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Date

2010

Authors

Deistler, Manfred
Anderson, Brian
Filler, Alexander
Chen, Weitian

Journal Title

Journal ISSN

Volume Title

Publisher

Institute of Electrical and Electronics Engineers (IEEE Inc)

Abstract

Description

Keywords

Citation

URI

http://hdl.handle.net/1885/64511

Collections

ANU Research Publications

Source

Proceedings of the International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010)

Type

Conference paper

Book Title

Entity type

Access Statement

Open Access

License Rights

DOI

Restricted until

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Description
01_Deistler_Modelling_High_Dimensional_2010.pdf (155.29 KB)

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