Statistical analysis of a class of factor time series models

Mathematics

• Factor Models 100%
• Time Series Models 89%
• Statistical Analysis 75%
• Local Asymptotic Normality 57%
• Variance Component Model 56%
• Local Power 56%
• Multivariate Time Series 50%
• Asymptotic Optimality 49%
• Null Distribution 43%
• Time series 35%
• Test Statistic 34%
• Evaluation 28%
• Testing 27%
• Class 23%

Business & Economics

• Statistical Analysis 90%
• Time Series Models 83%
• Asymptotic Optimality 82%
• Variance Component Model 65%
• Local Power 53%
• Asymptotic Normality 52%
• Multivariate Time Series 51%
• Test Statistic 42%
• Testing 33%
• Factors 27%
• Evaluation 21%

Engineering & Materials Science

• Time series 68%
• Statistical methods 66%
• Statistics 19%
• Testing 13%