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FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series - MaRDI portal

FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series

From MaRDI portal
Publication:78562

DOI10.48550/ARXIV.2201.06110arXiv2201.06110MaRDI QIDQ78562

Haeran Cho, Dom Owens, Matteo Barigozzi

Publication date: 16 January 2022











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