2013
DOI: 10.1016/j.spl.2012.09.009
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Martingale approximation of eigenvalues for common factor representation

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“…More predictable representations are presented in Remillard andRenaud (2011), Protter (2004), Amendinger (2000), and Bystrov and di Slavatore (2013).…”
Section: Martingale Representationmentioning
confidence: 99%
“…More predictable representations are presented in Remillard andRenaud (2011), Protter (2004), Amendinger (2000), and Bystrov and di Slavatore (2013).…”
Section: Martingale Representationmentioning
confidence: 99%