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~person:"Wu, Wei Biao"
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Search: subject:"high-dimensional time series"
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Factor analysis
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Wu, Wei Biao
Hallin, Marc
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Barigozzi, Matteo
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Chen, Likai
4
Wang, Weining
4
Chen, Jia
3
Li, Degui
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Liang, Chong
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Linton, Oliver
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Schienle, Melanie
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Babii, Andrii
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Chen, Weiye
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Lu, Zu-di
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Inference of Break-Points in
High-Dimensional
Time
Series
Chen, Likai
;
Wang, Weining
;
Wu, Wei Biao
-
2019
We consider a new procedure for detecting structural breaks in mean for
high
-
dimensional
time
series
. We target breaks …
Persistent link: https://www.econbiz.de/10012433227
Saved in:
2
Dynamic semiparametric factor model with structural breaks
Chen, Likai
;
Wang, Weining
;
Wu, Wei Biao
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 757-771
Persistent link: https://www.econbiz.de/10012587979
Saved in:
3
Dynamic semiparametric factor model with a common break
Chen, Likai
;
Wang, Weining
;
Wu, Wei Biao
-
2017
For change-point analysis of
high
dimensional
time
series
, we consider a semiparametric model with dynamic structural …
Persistent link: https://www.econbiz.de/10011963632
Saved in:
4
Dynamic semiparametric factor model with a common break
Chen, Likai
;
Wang, Weining
;
Wu, Wei Biao
-
2017
For change-point analysis of
high
dimensional
time
series
, we consider a semiparametric model with dynamic structural …
Persistent link: https://www.econbiz.de/10011760304
Saved in:
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