Estimation of high dimensional factor model with multiple threshold-type regime shifts
type: Item
instance of: scholarly article
title: Estimation of high dimensional factor model with multiple threshold-type regime shifts
author: N. E. Zubov
published in: Computational Statistics and Data Analysis
publication date: 2021-05-07T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7345837
zbMATH Keywords: high dimensional factor models
zbMATH Keywords: least squares estimation
zbMATH Keywords: multiple regime shifts
zbMATH Keywords: number of thresholds
zbMATH Keywords: thresholds
MaRDI profile type: Publication
full work available at URL: j.csda.2020.107153
OpenAlex ID: W3112152523
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DOI: 10.1016/J.CSDA.2020.107153
description: scientific article; zbMATH DE number 7345837