Skip to Main content Skip to Navigation
Conference papers

A robust method for estimating the number of factors in an approximate factor model

Higor Cotta 1, 2 Valderio A. Reisen 3, 1 Pascal Bondon 2 
1 UFES - Universidade Federal do Espirito Santo
2 L2S - Laboratoire des signaux et systèmes
3 CentraleSupélec
Document type :
Conference papers
Complete list of metadata
https://hal-centralesupelec.archives-ouvertes.fr/hal-02358699
Contributor : Pascal Bondon Connect in order to contact the contributor
Submitted on : Tuesday, November 12, 2019 - 9:55:28 AM
Last modification on : Sunday, June 26, 2022 - 2:27:50 AM

Identifiers

  • HAL Id : hal-02358699, version 1

Collections

CNRS | SUP_LSS | SUP_SIGNAUX | CENTRALESUPELEC | UNIV-PARIS-SACLAY | GS-ENGINEERING | GS-COMPUTER-SCIENCE

Citation

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⟩

Export

BibTeX TEI DC DCterms EndNote Datacite

Share

Metrics

Record views

39