APA (7th ed.) Citation

Ruan, Y., Zhang, X., Liu, Y., Wang, Y., & Lei, T. (2026). A time-varying latent factor model with GARCH noise for high-dimensional covariance matrix estimation. AIMS Mathematics, 11(3), 1.

Chicago Style (17th ed.) Citation

Ruan, Yuwen, Xingfa Zhang, Yujiao Liu, Yan Wang, and Tianli Lei. "A Time-varying Latent Factor Model with GARCH Noise for High-dimensional Covariance Matrix Estimation." AIMS Mathematics 11, no. 3 (2026): 1.

MLA (9th ed.) Citation

Ruan, Yuwen, et al. "A Time-varying Latent Factor Model with GARCH Noise for High-dimensional Covariance Matrix Estimation." AIMS Mathematics, vol. 11, no. 3, 2026, p. 1.