Pages that link to "Item:Q5861570"
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The following pages link to Time varying factor models with possibly strongly correlated noises (Q5861570):
Displaying 3 items.
- A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix (Q4970975) (← links)
- <i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure (Q5040532) (← links)
- Factor and Idiosyncratic Empirical Processes (Q5242464) (← links)