Modelling High Dimensional Time Series by Generalized Factor Models
Citation
Deistler, M, Anderson, B, Filler, A et al 2010, 'Modelling High Dimensional Time Series by Generalized Factor Models', International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010), ed. Conference Program Committee, Institute of Electrical and Electronics Engineers (IEEE Inc), Piscataway USA, pp. 1-7.Year
2010ANU Authors
Field of Research
- Calculus Of Variations, Systems Theory And Control Theory