{"id":"https://openalex.org/W2267640490","doi":"https://doi.org/10.1016/j.jmva.2026.105658","title":"Order determination of large dimensional dynamic factor model","display_name":"Order determination of large dimensional dynamic factor model","publication_year":2026,"publication_date":"2026-05-12","ids":{"openalex":"https://openalex.org/W2267640490","doi":"https://doi.org/10.1016/j.jmva.2026.105658","mag":"2267640490"},"language":"en","primary_location":{"id":"doi:10.1016/j.jmva.2026.105658","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jmva.2026.105658","pdf_url":null,"source":{"id":"https://openalex.org/S133905466","display_name":"Journal of Multivariate Analysis","issn_l":"0047-259X","issn":["0047-259X","1095-7243"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Multivariate Analysis","raw_type":"journal-article"},"type":"preprint","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1511.02534","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5058289590","display_name":"Zhidong Bai","orcid":"https://orcid.org/0000-0002-5300-5513"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Zhidong Bai","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100337687","display_name":"Chen Wang","orcid":"https://orcid.org/0000-0003-4044-9438"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ruihan Liu","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5042525539","display_name":"Xue Ya","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Chen Wang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":3060,"currency":"USD","value_usd":3060},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.00015694,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"215","issue":null,"first_page":"105658","last_page":"105658"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11716","display_name":"Random Matrices and Applications","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11716","display_name":"Random Matrices and Applications","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10591","display_name":"Theoretical and Computational Physics","score":0.9854999780654907,"subfield":{"id":"https://openalex.org/subfields/3104","display_name":"Condensed Matter Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11447","display_name":"Blind Source Separation Techniques","score":0.9837999939918518,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.6954569816589355},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.6760242581367493},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.5898420810699463},{"id":"https://openalex.org/keywords/matrix","display_name":"Matrix (chemical analysis)","score":0.5224408507347107},{"id":"https://openalex.org/keywords/eigenvalues-and-eigenvectors","display_name":"Eigenvalues and eigenvectors","score":0.47157755494117737},{"id":"https://openalex.org/keywords/quantum-mechanics","display_name":"Quantum mechanics","score":0.19520443677902222},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.19233214855194092},{"id":"https://openalex.org/keywords/chemistry","display_name":"Chemistry","score":0.08647748827934265}],"concepts":[{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.6954569816589355},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.6760242581367493},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.5898420810699463},{"id":"https://openalex.org/C106487976","wikidata":"https://www.wikidata.org/wiki/Q685816","display_name":"Matrix (chemical analysis)","level":2,"score":0.5224408507347107},{"id":"https://openalex.org/C158693339","wikidata":"https://www.wikidata.org/wiki/Q190524","display_name":"Eigenvalues and eigenvectors","level":2,"score":0.47157755494117737},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.19520443677902222},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.19233214855194092},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.08647748827934265},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1016/j.jmva.2026.105658","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jmva.2026.105658","pdf_url":null,"source":{"id":"https://openalex.org/S133905466","display_name":"Journal of Multivariate Analysis","issn_l":"0047-259X","issn":["0047-259X","1095-7243"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Multivariate Analysis","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1511.02534","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1511.02534","pdf_url":"https://arxiv.org/pdf/1511.02534","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"doi:10.48550/arxiv.1511.02534","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1511.02534","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1511.02534","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1511.02534","pdf_url":"https://arxiv.org/pdf/1511.02534","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[{"score":0.5199999809265137,"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320321592","display_name":"Research Grants Council, University Grants Committee","ror":"https://ror.org/00djwmt25"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W1520752838","https://openalex.org/W1586554030","https://openalex.org/W1829169350","https://openalex.org/W1971523416","https://openalex.org/W2000733833","https://openalex.org/W2015769177","https://openalex.org/W2023426016","https://openalex.org/W2048794119","https://openalex.org/W2106084579","https://openalex.org/W3098139351","https://openalex.org/W3105045715"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2935759653","https://openalex.org/W3105167352","https://openalex.org/W54078636","https://openalex.org/W2954470139","https://openalex.org/W1501425562","https://openalex.org/W2902782467","https://openalex.org/W3084825885","https://openalex.org/W2298861036","https://openalex.org/W3148032049"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
