Pages that link to "Item:Q1792477"

The following pages link to Estimation of large dimensional factor models with an unknown number of breaks (Q1792477):

Displaying 16 items.

• Estimation of high dimensional factor model with multiple threshold-type regime shifts (Q830479) (← links)
• Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
• Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
• Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
• Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
• Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
• Determining the number of breaks in large dimensional factor models with structural changes (Q2659950) (← links)
• Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
• Quasi-maximum likelihood estimation of break point in high-dimensional factor models (Q2688659) (← links)
• TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
• Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
• Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
• Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion (Q6140019) (← links)
• Detection of Multiple Structural Breaks in Large Covariance Matrices (Q6190696) (← links)
• The likelihood ratio test for structural changes in factor models (Q6193072) (← links)