Generalized linear dynamic factor models - An approach via singular autoregressions. - Alexander Filler; Manfred Deistler; Brian D. O. Anderson; Ch. Zinner; Weitian Chen (ECC, 2009)

Generalized Linear Dynamic Factor Models: An Approach via Singular Autoregressions. - Manfred Deistler; Alexander Filler; Ch. Zinner; Weitian Chen (Eur. J. Control, 2010)