A dynamic factor model for the analysis of multivariate time series

Keyphrases

• Dynamic Factor Analysis 100%
• Dynamic Factor Model 100%
• Multivariate Time Series 100%
• Covariance Structure 50%
• Statistical Techniques 50%
• Covariance Function 50%
• Psychological Research 50%
• Intra-individual Variation 50%
• Stationary Time Series 50%
• P-technique 50%

Mathematics

• Factor Analysis 100%
• Covariance Structure 50%
• Statistical Technique 50%
• Covariance Function 50%
• Psychological Research 50%
• Stationary Time Series 50%