Hidden factor estimation in Dynamic Generalized Factor Analysis models-Reference-Cited by-同舟云学术

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Hidden factor estimation in Dynamic Generalized Factor Analysis models

Published:2023-03 Issue: Volume:149 Page:110834
ISSN:0005-1098
Container-title:Automatica
language:en
Short-container-title:Automatica

Author:

Picci Giorgio,Falconi Lucia,Ferrante Augusto,Zorzi Mattia

Funder

Fondazione Cassa di Risparmio di Padova e Rovigo

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference21 articles.

1. Theory of linear operators in Hilbert space vol I;Akhiezer,1961

2. Modeling complex systems by generalized factor analysis;Bottegal;IEEE Transactions on Automatic Control,2015

3. Funds, factors and diversification in arbitrage pricing models;Chamberlain;Econometrica,1983

4. Arbitrage, factor structure and meanvariance analysis on large asset markets;Chamberlain;Econometrica,1983

5. Latent variable graphical model selection via convex optimization;Chandrasekaran;The Annals of Statistics,2012

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Robust Approach to ARMA Factor Modeling;IEEE Transactions on Automatic Control;2024-02

2. Innovative Work Behavior and Job Performance of Corporate Employees in the Age of Artificial Intelligence;Applied Mathematics and Nonlinear Sciences;2024-01-01

3. Modeling of Low Rank Time Series;IEEE Transactions on Automatic Control;2023-12

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