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Hallin, Marc (ed.) et al., Time series in high dimensions. The general dynamic factor model. Hackensack, NJ: World Scientific (ISBN 978-981-327-800-4/hbk). 599-638 (2020).
MSC:  62
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Hallin, Marc (ed.) et al., Time series in high dimensions. The general dynamic factor model. Hackensack, NJ: World Scientific (ISBN 978-981-327-800-4/hbk). 557-597 (2020).
MSC:  62
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Hallin, Marc (ed.) et al., Time series in high dimensions. The general dynamic factor model. Hackensack, NJ: World Scientific (ISBN 978-981-327-800-4/hbk). 515-556 (2020).
MSC:  62
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Theory Probab. Appl. 65, No. 2, 224-248 (2020); translation from Teor. Veroyatn. Primen. 65, No. 2, 281-311 (2020).
MSC:  91G20
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