Time series modelling with semiparametric factor dynamics
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| Other Authors: | , , , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
2009
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| In: |
Journal of the American Statistical Association
Year: 2009, Volume: 104, Issue: 485, Pages: 284-298 |
| ISSN: | 0162-1459 |
| Subjects: | |
| Online Access: |
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| Author Notes: | Byeong U. Park, Enno Mammen, Wolfgang Härdle, and Szymon Borak |
| ISSN: | 0162-1459 |
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