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Factor modeling for high-dimensional time series: Inference for the number of factors
Autocovariance matrices blessing of dimensionality eigenanalysis fast convergence rates multivariate time series
2012/6/19
This paper deals with the factor modeling for high-dimensional time series based on a dimension-reduction viewpoint. Under stationary settings, the inference is simple in the sense that both the numbe...
On the number of factors in the unipotent factorization of holomorphic mappings into $\text{SL}_2(\mathbb{C})$
number of factors unipotent factorization of holomorphic $\text{SL}_2(\mathbb{C})$
2011/1/18
We estimate the number of unipotent elements needed to factor a null-homotopic holomorphic map from a finite dimensional reduced Stein spaces X into SL2(C) .