Pages that link to "Item:Q2192324"
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The following pages link to Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324):
Displaying 4 items.
- Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Regularized covariance matrix estimation in high dimensional approximate factor models (Q6540874) (← links)
