Sparse factor model for high dimensional time series

DOI10.5705/SS.202023.0219MaRDI QIDQ7321029zbMATH OpenFDO

Authors Xiaoran Wu, Baojun Dou, Rong-Mao Zhang

Publication date 28 August 2026

Published in Statistica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/SS.202023.0219

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Panel data models with interactive fixed effects
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• The Computation of Eigenvalues and Eigenvectors of a Matrix
• Weak and strong cross-section dependence and estimation of large panels

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