Wavelet eigenvalue regression in high dimensions

9 August 2021

Papers citing "Wavelet eigenvalue regression in high dimensions"

2 / 2 papers shown

Title
A spectral clustering-type algorithm for the consistent estimation of the Hurst distribution in moderately high dimensions P. Abry G. Didier Oliver Orejola H. Wendt 81 0 0 30 Jan 2025
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 41 479 0 04 Jun 2012