Detection of multiple structural changes in matrix factor models (Q6885280)
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scientific article; zbMATH DE number 8135808
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| English | Detection of multiple structural changes in matrix factor models |
scientific article; zbMATH DE number 8135808 |
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Detection of multiple structural changes in matrix factor models (English)
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11 December 2025
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high-dimensional matrix factor model
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multiple changes
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the locations of break dates
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number of breaks
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