Estimation and Inference of Change Points in High Dimensional Factor Models
Year of publication: |
2019
|
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Authors: | Bai, Jushan |
Other Persons: | Han, Xu (contributor) ; Shi, Yutang (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (71 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 25, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.2875193 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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