Pages that link to "Item:Q2190234"
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The following pages link to Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234):
Displaying 8 items.
- Rank determination in tensor factor model (Q2136659) (← links)
- Editorial: Nonlinear financial econometrics JoE special issue introduction (Q2190219) (← links)
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
- ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM (Q5051523) (← links)
- Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure (Q5155189) (← links)
- Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
- A dynamic conditional score model for the log correlation matrix (Q6090565) (← links)
- Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (Q6190962) (← links)
