On the statistical analysis of high-dimensional factor models (Q6640119)
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scientific article; zbMATH DE number 7946065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the statistical analysis of high-dimensional factor models |
scientific article; zbMATH DE number 7946065 |
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On the statistical analysis of high-dimensional factor models (English)
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18 November 2024
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high-dimensional factor models
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quasi maximum likelihood estimations
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asymptotic properties
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common factors
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