Estimating change-point latent factor models for high-dimensional time series
- Award ID(s):
- 2131821
- PAR ID:
- 10321056
- Date Published:
- Journal Name:
- Journal of Statistical Planning and Inference
- Volume:
- 217
- Issue:
- C
- ISSN:
- 0378-3758
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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