"TVICA - Time varying independent component analysis and its application to ..."

Ray-Bing Chen, Ying Chen, Wolfgang K. Härdle (2014)

> Home

Details and statistics

DOI: 10.1016/J.CSDA.2014.01.002

access: closed

type: Journal Article

metadata version: 2022-10-02

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/csda/ChenCH14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/csda/ChenCH14
Ray-Bing Chen, Ying Chen, Wolfgang K. Härdle:
TVICA - Time varying independent component analysis and its application to financial data. Comput. Stat. Data Anal. 74: 95-109 (2014)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.