"Wavelet estimation for factor models with time-varying loadings."

Duván Humberto Cataño et al. (2022)

> Home

Details and statistics

DOI: 10.1142/S0219691321500338

access: closed

type: Journal Article

metadata version: 2022-05-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ijwmip/CatanoRPC22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ijwmip/CatanoRPC22
Duván Humberto Cataño, C. Vladimir Rodríguez-Caballero, Daniel Peña, Chang Chiann:
Wavelet estimation for factor models with time-varying loadings. Int. J. Wavelets Multiresolution Inf. Process. 20(1): 2150033:1-2150033:27 (2022)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.