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J. Math. Sci., New York 252, No. 2, 225-231 (2021); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 152, 103-109 (2018).
MSC:  49Q10 53A07 31A15
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Hallin, Marc (ed.) et al., Time series in high dimensions. The general dynamic factor model. Hackensack, NJ: World Scientific (ISBN 978-981-327-800-4/hbk). 229-306 (2020).
MSC:  62
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Hallin, Marc (ed.) et al., Time series in high dimensions. The general dynamic factor model. Hackensack, NJ: World Scientific (ISBN 978-981-327-800-4/hbk). 185-228 (2020).
MSC:  62
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