Factor modeling for high-dimensional time series: inference and model selection
Lu, Ye. === Thesis Ph.D. Chinese University of Hong Kong 2015. === Includes bibliographical references (leaves 103-109). === Abstracts also in Chinese. === Title from PDF title page (viewed on 03, November, 2016).
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| Format: | Others |
| Language: | English Chinese |
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2015
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| Online Access: | http://repository.lib.cuhk.edu.hk/en/item/cuhk-1291680 |