Simultaneous multiple change-point and factor analysis for high-dimensional time series

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Publication:1668579

DOI10.1016/j.jeconom.2018.05.003zbMath1398.62221arXiv1612.06928OpenAlexW2565466087MaRDI QIDQ1668579

Matteo Barigozzi, Haeran Cho, Piotr Fryzlewicz

Publication date: 29 August 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.06928



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