Dylan Dijk

Emailzl22291bristol.acuk

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Tail-robust estimation of factor-adjusted vector autoregressive models for high-dimensional time series
Dijk, D. & Cho, H., 26 Sept 2025, (Submitted) arXiv.org.
Research output: Working paper › Preprint

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Mr Dylan Dijk

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Tail-robust estimation of factor-adjusted vector autoregressive models for high-dimensional time series