Weight-calibrated estimation for factor models of high-dimensional time series

Fuente: arXiv

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Bibliographic Details
Main Authors:	Qiao, Xinghao, Wang, Zihan, Yao, Qiwei, Zhang, Bo
Format:	Preprint
Published:	2025
Subjects:	Methodology Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.01357