Simultaneous multiple change-point and factor analysis for high-dimensional time series
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2018
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2018.05.003