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Wavelet estimation for factor models with time-varying loadings.
Duván Humberto Cataño
C. Vladimir Rodríguez-Caballero
Daniel Peña
Chang Chiann
Published in:
Int. J. Wavelets Multiresolution Inf. Process. (2022)
Keyphrases
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parameter estimation
neural network
model fitting
machine learning
model selection
complex systems
factor analysis
parametric models
case study
multiresolution
hidden markov models
process model
monte carlo simulation
accurate models