Factor modeling for high-dimensional time series: Inference for the number of factors

标题
Factor modeling for high-dimensional time series: Inference for the number of factors
作者
关键词
-
出版物
ANNALS OF STATISTICS
Volume 40, Issue 2, Pages 694-726
出版商
Institute of Mathematical Statistics
发表日期
2012-05-18
DOI
10.1214/12-aos970

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