https://hal-centralesupelec.archives-ouvertes.fr/hal-02358699 Contributor : Pascal BondonConnect in order to contact the contributor Submitted on : Tuesday, November 12, 2019 - 9:55:28 AM Last modification on : Thursday, June 17, 2021 - 6:00:14 PM
Higor Cotta, Valderio 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⟩