Robust factor models for high-dimensional time series and their forecasting (Q6096157)
From MaRDI portal
scientific article; zbMATH DE number 7736117
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust factor models for high-dimensional time series and their forecasting |
scientific article; zbMATH DE number 7736117 |
Statements
Robust factor models for high-dimensional time series and their forecasting (English)
0 references
11 September 2023
0 references
factor model
0 references
high-dimensional time series
0 references
robust estimators
0 references
eigenvalues
0 references
bootstrap prediction
0 references
0 references
0 references
0 references
0 references