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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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Detalles Bibliográficos
Autores principales:	Shin, Minseok, Kim, Donggyu
Formato:	Preprint
Publicado:	2024
Materias:	Methodology
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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