Factor-guided estimation of large covariance matrix function with conditional functional sparsity (Q6930847)
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scientific article; zbMATH DE number 8092417
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Factor-guided estimation of large covariance matrix function with conditional functional sparsity |
scientific article; zbMATH DE number 8092417 |
Statements
Factor-guided estimation of large covariance matrix function with conditional functional sparsity (English)
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12 September 2025
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adaptive functional thresholding
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asymptotic identifiability
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eigenanalysis
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functional factor model
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high-dimensional functional time series
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model selection
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