Estimating change-point latent factor models for high-dimensional time series (Q2059427)
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scientific article; zbMATH DE number 7444355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating change-point latent factor models for high-dimensional time series |
scientific article; zbMATH DE number 7444355 |
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Estimating change-point latent factor models for high-dimensional time series (English)
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14 December 2021
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change point estimation
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high-dimensional time series
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large latent factor model
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non-stationary process
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strong cross-sectional dependence
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