scholarly journals Threshold factor models for high-dimensional time series

2020 ◽  
Vol 216 (1) ◽  
pp. 53-70 ◽  
Author(s):  
Xialu Liu ◽  
Rong Chen
Keyword(s):  
Time Series ◽  
Factor Models ◽  
High Dimensional ◽  
Threshold Factor

scholarly journals Factor models for matrix-valued high-dimensional time series

2019 ◽  
Vol 208 (1) ◽  
pp. 231-248 ◽  
Author(s):  
Dong Wang ◽  
Xialu Liu ◽  
Rong Chen
Keyword(s):  
Time Series ◽  
Factor Models ◽  
High Dimensional
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