AAAAAA

   
Results: 1-3 |
Results: 3
FACTOR MODELING FOR HIGH-DIMENSIONAL TIME SERIES: INFERENCE FOR THE NUMBER OF FACTORS
Authors: Clifford Lam Qiwei Yao
Citation: Clifford Lam et Qiwei Yao, FACTOR MODELING FOR HIGH-DIMENSIONAL TIME SERIES: INFERENCE FOR THE NUMBER OF FACTORS, Annals of statistics , 40(2), 2012, pp. 694-726
NONPARAMETRIC EIGENVALUE-REGULARIZED PRECISION OR COVARIANCE MATRIX ESTIMATOR
Authors: Clifford Lam
Citation: Clifford Lam, NONPARAMETRIC EIGENVALUE-REGULARIZED PRECISION OR COVARIANCE MATRIX ESTIMATOR, Annals of statistics , 44(3), 2016, pp. 928-953
On testing for high-dimensional white noise
Authors: Zeng Li Clifford Lam Jianfeng Yao Qiwei Yao
Citation: Zeng Li et al., On testing for high-dimensional white noise, Annals of statistics , 47(6), 2019, pp. 3382-3412
Risultati: 1-3 |