高照省   

高照省
Professional Title:Professor
Supervisor of Doctorate Candidates

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Language:English

Paper Publications

Title of Paper:Modeling high-dimensional time series: a factor model with dynamically dependent factors and diverging eigenvalues

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Journal:Journal of the American Statistical Association

First Author:Gao, Z. and Tsay, R. S. (2022)

Volume:117

Issue:539

Page Number:1398-1414

Translation or Not:no

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