Dynamic factor analysis in the frequency domain: causal modeling of multivariate psychophysiological time series
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| Publication date | 1987 |
| Journal | Multivariate Behavioral Research |
| Volume | Issue number | 22 |
| Pages (from-to) | 329-353 |
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| Abstract | Outlines a frequency domain analysis of the dynamic factor model and proposes a solution to the problem of constructing a causal filter of lagged factor loadings. The method is illustrated with applications to simulated and real multivariate time series. The latter applications involve topographic analysis of the multichannel % including a comparison with time-varying dipole modeling of brain potentials. |
| Document type | Article |
| Published at |
https://doi.org/10.1207/s15327906mbr2203_5
(Final published version)
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