Estimation of factors using higher-order multi-cumulants in weak factor models

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Journal	Journal of Business & Economic Statistics
DOIs	https://doi.org/10.1080/07350015.2026.2671240
Publication status	Accepted/In press - 2026

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@article{240fc457c7fa4d6692625502e26c1540,

title = "Estimation of factors using higher-order multi-cumulants in weak factor models",

author = "Guanglin Huang and Wanbo Lu and Kris Boudt",

year = "2026",

doi = "10.1080/07350015.2026.2671240",

language = "English",

journal = "Journal of Business \& Economic Statistics",

issn = "0735-0015",

publisher = "Taylor and Francis Ltd.",

}