Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465)

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scientific article; zbMATH DE number 6952375
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Quasi maximum likelihood analysis of high dimensional constrained factor models
scientific article; zbMATH DE number 6952375

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    Quasi maximum likelihood analysis of high dimensional constrained factor models (English)
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    12 October 2018
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    constrained factor models
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    maximum likelihood estimation
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    high dimensionality
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    inferential theory
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