Lucija Zignic, Stjepan Begusic, Zvonko Kostanjcar. Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models. In 30th International Conference on Software, Telecommunications and Computer Networks, SoftCOM 2022, Split, Croatia, September 22-24, 2022. pages 1-6, IEEE, 2022. [doi]
@inproceedings{ZignicBK22,
title = {Estimating the Block-Diagonal Idiosyncratic Covariance in High-Dimensional Factor Models},
author = {Lucija Zignic and Stjepan Begusic and Zvonko Kostanjcar},
year = {2022},
url = {https://ieeexplore.ieee.org/document/9911372},
researchr = {https://researchr.org/publication/ZignicBK22},
cites = {0},
citedby = {0},
pages = {1-6},
booktitle = {30th International Conference on Software, Telecommunications and Computer Networks, SoftCOM 2022, Split, Croatia, September 22-24, 2022},
publisher = {IEEE},
isbn = {978-953-290-117-7},
}