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Nonconvex High-Dimensional Time-Varying Coefficient Estimation for Noisy High-Frequency Observations with a Factor Structure

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Shin, Minseok, Kim, Donggyu
Format:	Preprint
Publié:	2024
Sujets:	Methodology
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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