Singular autoregressions for Generalized Dynamic Factor Models

Manfred Deistler, Alexander Filler, Brian D. O. Anderson, Weitian Chen, Elisabeth Felsenstein. Singular autoregressions for Generalized Dynamic Factor Models. In Proceedings of the 49th IEEE Conference on Decision and Control, CDC 2010, December 15-17, 2010, Atlanta, Georgia, USA. pages 2875-2879, IEEE, 2010. [doi]

Abstract

Abstract is missing.