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Tight Risk Bound for High Dimensional Time Series Completion

Tight Risk Bound for High Dimensional Time Series Completion

15 February 2021
Pierre Alquier
Nicolas Marie
Amélie Rosier
ArXivPDFHTML

Papers citing "Tight Risk Bound for High Dimensional Time Series Completion"

1 / 1 papers shown
Title
Factor modeling for high-dimensional time series: Inference for the
  number of factors
Factor modeling for high-dimensional time series: Inference for the number of factors
Clifford Lam
Q. Yao
41
479
0
04 Jun 2012
1