JASA

Frequency-Band Estimation of the Number of Factors*

Authors
Marco Avarucci Maddalena Cavicchioli Mario Forni Paolo Zaffaroni
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2025.2571246
  • Added to Tracker:
    Nov 15, 2025
Author Details
Marco Avarucci
Author
Maddalena Cavicchioli
Author
Mario Forni
Author
Paolo Zaffaroni
Author
Citation Information
APA Format
Marco Avarucci , Maddalena Cavicchioli , Mario Forni & Paolo Zaffaroni . Frequency-Band Estimation of the Number of Factors*. Journal of the American Statistical Association , 10.1080/01621459.2025.2571246.
BibTeX Format
@article{paper599,
  title = { Frequency-Band Estimation of the Number of Factors* },
  author = { Marco Avarucci and Maddalena Cavicchioli and Mario Forni and Paolo Zaffaroni },
  journal = { Journal of the American Statistical Association },
  doi = { 10.1080/01621459.2025.2571246 },
  url = { https://www.tandfonline.com/doi/full/10.1080/01621459.2025.2571246 }
}
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