Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues

Research article (Journal of the American Statistical Association, 2020) · cited 31× · AI/ML
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Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues

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Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues is a scholarly article[1].

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APA 4ort.xyz Knowledge Graph. (2026). Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues. Retrieved May 24, 2026, from https://4ort.xyz/entity/modeling-high-dimensional-time-series-a-factor-model-with-dynamically-dependent-factors-and-diverging-eigenvalues
MLA “Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/modeling-high-dimensional-time-series-a-factor-model-with-dynamically-dependent-factors-and-diverging-eigenvalues.
BibTeX @misc{4ortxyz_modeling-high-dimensional-time-series-a-factor-model-with-dynamically-dependent-factors-and-diverging-eigenvalues_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues}}, year = {2026}, url = {https://4ort.xyz/entity/modeling-high-dimensional-time-series-a-factor-model-with-dynamically-dependent-factors-and-diverging-eigenvalues}, note = {Accessed: 2026-05-24}}
LLM prompt According to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues — https://4ort.xyz/entity/modeling-high-dimensional-time-series-a-factor-model-with-dynamically-dependent-factors-and-diverging-eigenvalues (retrieved 2026-05-24)

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