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- W2135086139 abstract "Journal Article Estimation of latent factors for high-dimensional time series Get access Clifford Lam, Clifford Lam Department of Statistics, London School of Economics, London WC2A 2AE, U.K.c.lam2@lse.ac.uk Search for other works by this author on: Oxford Academic Google Scholar Qiwei Yao, Qiwei Yao Department of Statistics, London School of Economics, London WC2A 2AE, U.K.q.yao@lse.ac.uk Search for other works by this author on: Oxford Academic Google Scholar Neil Bathia Neil Bathia Jump Trading, 600 West Chicago Avenue, Chicago, Illinois 60654, U.S.A.nbathia@jumptrading.com Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 98, Issue 4, December 2011, Pages 901–918, https://doi.org/10.1093/biomet/asr048 Published: 11 October 2011 Article history Received: 01 October 2010 Accepted: 01 June 2011 Published: 11 October 2011" @default.
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- W2135086139 date "2011-10-11" @default.
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- W2135086139 title "Estimation of latent factors for high-dimensional time series" @default.
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