The general dynamic factor model: One-sided representation results

2011 ◽  
Vol 163 (1) ◽  
pp. 23-28 ◽  
Author(s):  
Mario Forni ◽  
Marco Lippi
Keyword(s):  
Factor Model ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
General Dynamic

scholarly journals Robustness and the General Dynamic Factor Model With Infinite-Dimensional Space: Identification, Estimation, and Forecasting

2019 ◽  
Author(s):  
Carlos César Trucíos Maza ◽  
João Henrique Gonçalves Mazzeu ◽  
Luiz Koodi Hotta ◽  
Pedro L. Valls Pereira ◽  
Marc Hallin
Keyword(s):  
Factor Model ◽  
Dimensional Space ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
Infinite Dimensional Space ◽  
Infinite Dimensional ◽  
General Dynamic

Dynamic factor model for network traffic state forecast

2018 ◽  
Vol 118 ◽  
pp. 281-317 ◽  
Author(s):  
Tao Ma ◽  
Zhou Zhou ◽  
Constantinos Antoniou
Keyword(s):  
Network Traffic ◽  
Factor Model ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
Traffic State
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