Robust factor models for high-dimensional time series and their forecasting
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Publication:6096157
DOI10.1080/03610926.2022.2033777OpenAlexW4210318425MaRDI QIDQ6096157
Publication date: 11 September 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/journal_contribution/Robust_factor_models_for_high-dimensional_time_series_and_their_forecasting/23818922
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