Shin, M., & Kim, D. (2024). Nonconvex High-Dimensional Time-Varying Coefficient Estimation for Noisy High-Frequency Observations with a Factor Structure.
Chicago Style (17th ed.) CitationShin, Minseok, and Donggyu Kim. Nonconvex High-Dimensional Time-Varying Coefficient Estimation for Noisy High-Frequency Observations with a Factor Structure. 2024.
MLA (9th ed.) CitationShin, Minseok, and Donggyu Kim. Nonconvex High-Dimensional Time-Varying Coefficient Estimation for Noisy High-Frequency Observations with a Factor Structure. 2024.
Warning: These citations may not always be 100% accurate.