Robust factor modelling for high-dimensional time series: an application to air pollution data (Q2008477): Difference between revisions

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Property / DOI: 10.1016/j.amc.2018.09.062 / rank
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Property / author: Céline Lévy-Leduc / rank
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Property / author: Céline Lévy-Leduc / rank
 
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Latest revision as of 18:01, 16 December 2024

scientific article
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Robust factor modelling for high-dimensional time series: an application to air pollution data
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    Robust factor modelling for high-dimensional time series: an application to air pollution data (English)
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    25 November 2019
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    factor analysis
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    time series
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    robustness
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    eigenvalues
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    reduced rank
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    air pollution
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