Quasi-maximum likelihood estimation of break point in high-dimensional factor models (Q2688659): Difference between revisions
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Revision as of 20:20, 29 February 2024
scientific article
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| English | Quasi-maximum likelihood estimation of break point in high-dimensional factor models |
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Quasi-maximum likelihood estimation of break point in high-dimensional factor models (English)
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3 March 2023
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change point estimation
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consistency
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high-dimensional factor models
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nearly singular covariance matrix
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