{"id":"https://openalex.org/W2102360931","doi":"https://doi.org/10.1109/cdc.2010.5718025","title":"Singular autoregressions for Generalized Dynamic Factor Models","display_name":"Singular autoregressions for Generalized Dynamic Factor Models","publication_year":2010,"publication_date":"2010-12-01","ids":{"openalex":"https://openalex.org/W2102360931","doi":"https://doi.org/10.1109/cdc.2010.5718025","mag":"2102360931"},"language":"en","primary_location":{"id":"doi:10.1109/cdc.2010.5718025","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2010.5718025","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"49th IEEE Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5087072346","display_name":"Manfred Deistler","orcid":"https://orcid.org/0000-0003-3949-6229"},"institutions":[{"id":"https://openalex.org/I129774422","display_name":"University of Vienna","ror":"https://ror.org/03prydq77","country_code":"AT","type":"education","lineage":["https://openalex.org/I129774422"]}],"countries":["AT"],"is_corresponding":true,"raw_author_name":"Manfred Deistler","raw_affiliation_strings":["Department of Mathematical Methods in Economics, Technical University of of Vienna, Vienna, Austria"],"affiliations":[{"raw_affiliation_string":"Department of Mathematical Methods in Economics, Technical University of of Vienna, Vienna, Austria","institution_ids":["https://openalex.org/I129774422"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5056868581","display_name":"Alexander Filler","orcid":null},"institutions":[{"id":"https://openalex.org/I129774422","display_name":"University of Vienna","ror":"https://ror.org/03prydq77","country_code":"AT","type":"education","lineage":["https://openalex.org/I129774422"]}],"countries":["AT"],"is_corresponding":false,"raw_author_name":"Alexander Filler","raw_affiliation_strings":["Department of Mathematical Methods in Economics, Technical University of of Vienna, Vienna, Austria"],"affiliations":[{"raw_affiliation_string":"Department of Mathematical Methods in Economics, Technical University of of Vienna, Vienna, Austria","institution_ids":["https://openalex.org/I129774422"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5015736743","display_name":"Brian D. O. Anderson","orcid":"https://orcid.org/0000-0002-1493-4774"},"institutions":[{"id":"https://openalex.org/I118347636","display_name":"Australian National University","ror":"https://ror.org/019wvm592","country_code":"AU","type":"education","lineage":["https://openalex.org/I118347636"]},{"id":"https://openalex.org/I42894916","display_name":"Data61","ror":"https://ror.org/03q397159","country_code":"AU","type":"other","lineage":["https://openalex.org/I1292875679","https://openalex.org/I2801453606","https://openalex.org/I42894916","https://openalex.org/I4387156119"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Brian D.O. Anderson","raw_affiliation_strings":["Canberra Research Laboratory, NICTA, Canberra, ACT, Australia","Research School of Information Sciences and Engineering, Australian National University, Canberra, ACT, Australia"],"affiliations":[{"raw_affiliation_string":"Canberra Research Laboratory, NICTA, Canberra, ACT, Australia","institution_ids":["https://openalex.org/I42894916"]},{"raw_affiliation_string":"Research School of Information Sciences and Engineering, Australian National University, Canberra, ACT, Australia","institution_ids":["https://openalex.org/I118347636"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5013602825","display_name":"Weitian Chen","orcid":"https://orcid.org/0000-0001-7242-9285"},"institutions":[{"id":"https://openalex.org/I118347636","display_name":"Australian National University","ror":"https://ror.org/019wvm592","country_code":"AU","type":"education","lineage":["https://openalex.org/I118347636"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Weitian Chen","raw_affiliation_strings":["Research School of Information Sciences and Engineering, Australian National University, Canberra, ACT, Australia"],"affiliations":[{"raw_affiliation_string":"Research School of Information Sciences and Engineering, Australian National University, Canberra, ACT, Australia","institution_ids":["https://openalex.org/I118347636"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5052931215","display_name":"Elisabeth Felsenstein","orcid":null},"institutions":[{"id":"https://openalex.org/I129774422","display_name":"University of Vienna","ror":"https://ror.org/03prydq77","country_code":"AT","type":"education","lineage":["https://openalex.org/I129774422"]}],"countries":["AT"],"is_corresponding":false,"raw_author_name":"Elisabeth Felsenstein","raw_affiliation_strings":["Department of Mathematical Methods in Economics, Technical University of of Vienna, Vienna, Austria"],"affiliations":[{"raw_affiliation_string":"Department of Mathematical Methods in Economics, Technical University of of Vienna, Vienna, Austria","institution_ids":["https://openalex.org/I129774422"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5087072346"],"corresponding_institution_ids":["https://openalex.org/I129774422"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.19060307,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"17","issue":null,"first_page":"2875","last_page":"2879"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9950000047683716,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9950000047683716,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.9577999711036682,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9365000128746033,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.8221896886825562},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6803597211837769},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.6392791867256165},{"id":"https://openalex.org/keywords/dynamic-factor","display_name":"Dynamic factor","score":0.5873912572860718},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.509231448173523},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.48734816908836365},{"id":"https://openalex.org/keywords/autoregressive\u2013moving-average-model","display_name":"Autoregressive\u2013moving-average model","score":0.43868187069892883},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.4277356266975403},{"id":"https://openalex.org/keywords/singular-solution","display_name":"Singular solution","score":0.4202898442745209},{"id":"https://openalex.org/keywords/singular-spectrum-analysis","display_name":"Singular spectrum analysis","score":0.41834133863449097},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.3746371865272522},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.15030130743980408},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.14226388931274414},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.14027133584022522},{"id":"https://openalex.org/keywords/singular-value-decomposition","display_name":"Singular value decomposition","score":0.12216663360595703},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.11652058362960815}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.8221896886825562},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6803597211837769},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.6392791867256165},{"id":"https://openalex.org/C155702961","wikidata":"https://www.wikidata.org/wiki/Q5318975","display_name":"Dynamic factor","level":2,"score":0.5873912572860718},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.509231448173523},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.48734816908836365},{"id":"https://openalex.org/C74883015","wikidata":"https://www.wikidata.org/wiki/Q290467","display_name":"Autoregressive\u2013moving-average model","level":3,"score":0.43868187069892883},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.4277356266975403},{"id":"https://openalex.org/C135909967","wikidata":"https://www.wikidata.org/wiki/Q4338245","display_name":"Singular solution","level":2,"score":0.4202898442745209},{"id":"https://openalex.org/C136272165","wikidata":"https://www.wikidata.org/wiki/Q4048889","display_name":"Singular spectrum analysis","level":3,"score":0.41834133863449097},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3746371865272522},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.15030130743980408},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.14226388931274414},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.14027133584022522},{"id":"https://openalex.org/C22789450","wikidata":"https://www.wikidata.org/wiki/Q420904","display_name":"Singular value decomposition","level":2,"score":0.12216663360595703},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.11652058362960815},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/cdc.2010.5718025","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2010.5718025","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"49th IEEE Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},{"id":"pmh:oai:openresearch-repository.anu.edu.au:1885/59660","is_oa":false,"landing_page_url":"http://hdl.handle.net/1885/59660","pdf_url":null,"source":{"id":"https://openalex.org/S4306402539","display_name":"ANU Open Research (Australian National University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I118347636","host_organization_name":"Australian National University","host_organization_lineage":["https://openalex.org/I118347636"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE Conference on Decision and Control 2010 Proceedings","raw_type":"Conference paper"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","score":0.49000000953674316,"display_name":"Decent work and economic growth"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W1558252355","https://openalex.org/W1900421358","https://openalex.org/W1974616963","https://openalex.org/W1978409019","https://openalex.org/W1991135386","https://openalex.org/W2003929250","https://openalex.org/W2005613936","https://openalex.org/W2038601479","https://openalex.org/W2057539574","https://openalex.org/W2078663428","https://openalex.org/W2079563517","https://openalex.org/W2137486085","https://openalex.org/W2162328283","https://openalex.org/W2170254586","https://openalex.org/W2549568718","https://openalex.org/W2587998008","https://openalex.org/W3123062862","https://openalex.org/W4206469534"],"related_works":["https://openalex.org/W2157839873","https://openalex.org/W1563281071","https://openalex.org/W199725827","https://openalex.org/W4248896451","https://openalex.org/W2795171006","https://openalex.org/W4239058712","https://openalex.org/W1983856919","https://openalex.org/W2038393145","https://openalex.org/W2144795679","https://openalex.org/W2100706605"],"abstract_inverted_index":{"We":[0,61,120],"consider":[1],"Generalized":[2],"Linear":[3],"Dynamic":[4],"Factor":[5],"Models":[6],"in":[7,57],"a":[8,26,30,63,90,94,108],"stationary":[9,33,80],"context,":[10],"where":[11],"the":[12,17,23,36,58,74,79,83,104,122,125],"latent":[13],"variables":[14],"and":[15,19,29,35,93],"thus":[16],"static":[18],"dynamic":[20],"factors":[21],"are":[22],"sum":[24],"of":[25,82,89,107,117,124],"linearly":[27,31,40,43,91,95,99],"regular":[28,92],"singular":[32,44,96,100],"process":[34,38],"noise":[37],"is":[39,71],"regular.":[41],"The":[42,69,98],"component":[45],"may":[46],"be":[47],"useful":[48],"for":[49,66,129],"modeling":[50],"e.g.":[51],"business":[52],"cycles":[53],"or":[54],"seasonal":[55],"fluctuations":[56],"observed":[59],"variables.":[60],"present":[62],"structure":[64],"theory":[65],"this":[67,130],"case.":[68,76,131],"emphasis":[70],"laid":[72],"on":[73],"autoregressive":[75,84],"In":[77],"general":[78],"solutions":[81,123],"models":[85],"considered":[86],"here":[87],"consist":[88],"part.":[97],"part":[101],"corresponds":[102],"to":[103],"homogeneous":[105],"solution":[106],"system":[109],"having":[110],"stable":[111],"roots":[112,116],"as":[113,115],"well":[114],"modulus":[118],"one.":[119],"discuss":[121],"Yule":[126],"Walker":[127],"equations":[128]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
