Jianhong Wu. Estimation of high dimensional factor model with multiple threshold-type regime shifts. Computational Statistics & Data Analysis, 157:107153, 2021. [doi]
@article{Wu21-10,
title = {Estimation of high dimensional factor model with multiple threshold-type regime shifts},
author = {Jianhong Wu},
year = {2021},
doi = {10.1016/j.csda.2020.107153},
url = {https://doi.org/10.1016/j.csda.2020.107153},
researchr = {https://researchr.org/publication/Wu21-10},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {157},
pages = {107153},
}