Found 10 Documents (Results 1–10)
Estimation and inference for high dimensional factor model with regime switching. (English) Zbl 07863977
Detection of multiple structural breaks in large covariance matrices. (English) Zbl 1531.62173
MSC:
62P20
Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion. (English) Zbl 07791744
MSC:
62-XX
State-varying factor models of large dimensions. (English) Zbl 07928257
MSC:
62P20
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