Pages that link to "Item:Q2968469"
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The following pages link to Factor Modelling for High-Dimensional Time Series: Inference and Model Selection (Q2968469):
Displayed 3 items.
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- Wavelet estimation for factor models with time-varying loadings (Q5063217) (← links)
- On determination of the number of factors in an approximate factor model (Q6138244) (← links)
