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Time Series in High Dimensions 9813278005 Book Cover

Time Series in High Dimensions

Edition Description

Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account of the so-called General Dynamic Factor Model methods. The topics covered include: asymptotic representation problems,...

Edition Details
Format:Hardcover
Language:English
ISBN:9813278005
Format: Hardcover
Condition:
$
229.00
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