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Generalized Linear Dynamic Factor Models: An Approach via Singular Autoregressions.

Manfred DeistlerAlexander FillerCh. ZinnerWeitian Chen
Published in: Eur. J. Control (2010)
Keyphrases
  • generalized linear
  • statistical models
  • probabilistic model
  • regression model
  • statistical model
  • autoregressive
  • machine learning
  • model selection
  • non stationary