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https://hal-centralesupelec.archives-ouvertes.fr/hal-02358699
Submitted on : Tuesday, November 12, 2019-9:55:28 AM
Last modification on : Friday, March 24, 2023-2:53:13 PM
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- HAL Id : hal-02358699 , version 1
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Higor Cotta, Valderio A. Reisen, Pascal Bondon. A robust method for estimating the number of factors in an approximate factor model. International Work-Conference on Time Series, Sep 2019, Granada, Spain. pp.711-722. ⟨hal-02358699⟩
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