Estimation and inference of change points in high-dimensional factor models (Q2227075)
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scientific article; zbMATH DE number 7308437
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| English | Estimation and inference of change points in high-dimensional factor models |
scientific article; zbMATH DE number 7308437 |
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Estimation and inference of change points in high-dimensional factor models (English)
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9 February 2021
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structural changes
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high-dimensional factor models
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break point inference
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0.883111298084259
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0.8743884563446045
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0.8715365529060364
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0.8597927689552307
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0.8582037687301636
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