Time Series In High Dimensions
Subtitle: The General Dynamic Factor Model
By: edited by Marc Hallin (Université libre de Bruxelles, Belgium) [and four others].
Edition: First edition
Publisher: World Scientific Publishing Company (WSPC); WSPC
Published: June 29, 2020
Place of publication: New Jersey, USA
Language: eng
Format: Hardcover
Number of pages: 770
ISBN-13: 9789813278004
Copyright date: ©2020