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"Factor modeling of multivariate time series: A frequency components approach."

Raanju R. Sundararajan (2023)

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DOI: 10.1016/J.JMVA.2023.105202

access: closed

type: Journal Article

metadata version: 2024-03-22

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Raanju R. Sundararajan:
Factor modeling of multivariate time series: A frequency components approach. J. Multivar. Anal. 197: 105202 (2023)

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