"Robust factor modelling for high-dimensional time series: An application ..."

Valderio Anselmo Reisen et al. (2019)

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DOI: 10.1016/J.AMC.2018.09.062

access: closed

type: Journal Article

metadata version: 2025-01-19

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Valderio Anselmo Reisen, Adriano Marcio Sgrancio, Céline Lévy-Leduc, Pascal Bondon, Edson Zambon Monte, Higor Henrique Aranda Cotta, Flávio Augusto Ziegelmann:
Robust factor modelling for high-dimensional time series: An application to air pollution data. Appl. Math. Comput. 346: 842-852 (2019)

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