Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon in High-Dimensional Time Series

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Gao, Zhaoxing
Format:	Preprint
Published:	2024
Subjects:	Methodology Econometrics Statistical Finance Machine Learning
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2407.09738