Pages that link to "Item:Q2227075"
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The following pages link to Estimation and inference of change points in high-dimensional factor models (Q2227075):
Displaying 20 items.
- Estimating the common break date in large factor models (Q500594) (← links)
- Identification and estimation of a large factor model with structural instability (Q506054) (← links)
- Estimation of high dimensional factor model with multiple threshold-type regime shifts (Q830479) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
- Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
- Determining the number of breaks in large dimensional factor models with structural changes (Q2659950) (← links)
- Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
- Quasi-maximum likelihood estimation of break point in high-dimensional factor models (Q2688659) (← links)
- Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities (Q4610822) (← links)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion (Q6140019) (← links)
- Change-point testing for parallel data sets with FDR control (Q6168912) (← links)
- Detection of Multiple Structural Breaks in Large Covariance Matrices (Q6190696) (← links)
- The likelihood ratio test for structural changes in factor models (Q6193072) (← links)
- \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM (Q6550966) (← links)
- Estimation and inference for high dimensional factor model with regime switching (Q6554223) (← links)
- State-Varying Factor Models of Large Dimensions (Q6620950) (← links)
- Reprint of: The likelihood ratio test for structural changes in factor models (Q6664647) (← links)
