Robust factor models for high-dimensional time series and their forecasting (Q6096157)
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scientific article; zbMATH DE number 7736117
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust factor models for high-dimensional time series and their forecasting |
scientific article; zbMATH DE number 7736117 |
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Robust factor models for high-dimensional time series and their forecasting (English)
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11 September 2023
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factor model
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high-dimensional time series
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robust estimators
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eigenvalues
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bootstrap prediction
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0.92914057
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0.9189302
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0.9157423
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0.90024763
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