Order determination of large dimensional dynamic factor model

Journal of Multivariate Analysis 2026 Open access

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Authors: Zhidong Bai, Ruihan Liu, Chen Wang

DOI: 10.1016/j.jmva.2026.105658

Cited by: 0

References: 11

Fields of Study & Subjects

Random Matrices and Applications Theoretical and Computational Physics Blind Source Separation Techniques

References 11