JASA Jun 02, 2026

Weight-calibrated estimation for factor models of high-dimensional time series*

Authors
Qiwei Yao Bo Zhang Xinghao Qiao Zihan Wang
Research Topics
High-Dimensional Statistics Time Series
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2026.2681994
  • Published:
    June 02, 2026
  • Added to Tracker:
    Jun 03, 2026
Author Details
Qiwei Yao
Author
Bo Zhang
Author
Xinghao Qiao
Author
Zihan Wang
Author
Research Topics & Keywords
High-Dimensional Statistics
Research Area
Time Series
Research Area
Citation Information
APA Format
Qiwei Yao , Bo Zhang , Xinghao Qiao & Zihan Wang (2026) . Weight-calibrated estimation for factor models of high-dimensional time series*. Journal of the American Statistical Association , 10.1080/01621459.2026.2681994.
BibTeX Format
@article{paper1204,
  title = { Weight-calibrated estimation for factor models of high-dimensional time series* },
  author = { Qiwei Yao and Bo Zhang and Xinghao Qiao and Zihan Wang },
  journal = { Journal of the American Statistical Association },
  year = { 2026 },
  doi = { 10.1080/01621459.2026.2681994 },
  url = { https://doi.org/10.1080/01621459.2026.2681994 }
}
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