Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465)

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scientific article; zbMATH DE number 6952375
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    Quasi maximum likelihood analysis of high dimensional constrained factor models
    scientific article; zbMATH DE number 6952375

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      Quasi maximum likelihood analysis of high dimensional constrained factor models (English)
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      12 October 2018
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      constrained factor models
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      maximum likelihood estimation
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      high dimensionality
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      inferential theory
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