Quasi-maximum likelihood estimation of break point in high-dimensional factor models (Q2688659): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:57, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-maximum likelihood estimation of break point in high-dimensional factor models |
scientific article |
Statements
Quasi-maximum likelihood estimation of break point in high-dimensional factor models (English)
0 references
3 March 2023
0 references
change point estimation
0 references
consistency
0 references
high-dimensional factor models
0 references
nearly singular covariance matrix
0 references
