A time-varying latent factor model with GARCH noise for high-dimensional covariance matrix estimation.
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| Title: | A time-varying latent factor model with GARCH noise for high-dimensional covariance matrix estimation. |
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| Authors: | Ruan, Yuwen1 (AUTHOR), Zhang, Xingfa1 (AUTHOR), Liu, Yujiao1 (AUTHOR), Wang, Yan2 (AUTHOR), Lei, Tianli3 (AUTHOR) 364407945@qq.com |
| Source: | AIMS Mathematics. 2026, Vol. 11 Issue 3, p1-25. 25p. |
| Database: | Mathematics Source |
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| ISSN: | 24736988 |
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