Pages that link to "Item:Q6620853"
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The following pages link to Large-Dimensional Factor Analysis Without Moment Constraints (Q6620853):
Displaying 4 items.
- Regularized covariance matrix estimation in high dimensional approximate factor models (Q6540874) (← links)
- Distributed debiased estimation of high-dimensional partially linear models with jumps (Q6554229) (← links)
- Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility (Q6641048) (← links)
- Selecting the number of factors in multi-variate time series (Q6655924) (← links)