Detection of multiple structural changes in matrix factor models--中国科学院上海硅酸盐研究所

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论文题目:

Detection of multiple structural changes in matrix factor models

作者:

Peng, Lijie; Zou, Guchu; Wu, Jianhong

刊物名称:

JOURNAL OF THE KOREAN STATISTICAL SOCIETY

发表年度:

2025

卷:

54

期:

4

页码:

1296-1322