Author:
Bodnar Taras,Gupta Arjun K.,Parolya Nestor
Funder
German Science Foundation (DFG)
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference31 articles.
1. Inferential theory for factor models of large dimensions;Bai;Econometrica,2003
2. On asymptotics of eigenvectors of large sample covariance matrix;Bai;Ann. Probab.,2007
3. Determining the number of factors in approximate factor models;Bai;Econometrica,2002
4. Estimating high dimensional covariance matrices and its applications;Bai;Ann. Econom. Finance,2011
5. Spectral Analysis of Large Dimensional Random Matrices;Bai,2010
Cited by
28 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献