Estimating change-point latent factor models for high-dimensional time series (Q2059427)

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Estimating change-point latent factor models for high-dimensional time series
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    Estimating change-point latent factor models for high-dimensional time series (English)
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    14 December 2021
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    change point estimation
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    high-dimensional time series
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    large latent factor model
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    non-stationary process
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    strong cross-sectional dependence
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