Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion (Q6140019)
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scientific article; zbMATH DE number 7791744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion |
scientific article; zbMATH DE number 7791744 |
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Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion (English)
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19 January 2024
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cross-validation
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high-dimensional factor models
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matrix completion
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structural changes
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the number of change-points
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