Statistical analysis of a class of factor time series models

Masanobu Taniguchi1, Kousuke Maeda2, Madan L. Puri3
1Department of Mathematical Sciences, Waseda University, Tokyo 169–8555, Japan
2Department of Mathematical Science, Osaka University, Toyonaka 560-8531, Japan
3Department of Mathematics, Indiana University, Bloomington, IN 47405, USA

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