## Abstract In this paper, we propose a multivariate dynamic linear model (MDLM) that allows us to carry out a dynamic principal components analysis in a set of multivariate time series and to analyse the similarity in their evolution once the influence of nonβstationarity in each of them has been
β¦ LIBER β¦
Dynamic principal agent model based on CMDP
β Scribed by Yuanyao Ding; Rangcheng Jia; Shaoxiang Tang
- Publisher
- Springer
- Year
- 2003
- Tongue
- English
- Weight
- 246 KB
- Volume
- 58
- Category
- Article
- ISSN
- 0340-9422
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