TVICA -- time varying independent component analysis and its application to financial data (Q1623451): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2014.01.002
+Normal rank
@@ Property / OpenAlex ID @@
+W2267270122
@@ Property / OpenAlex ID: W2267270122 / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach
+Normal rank
@@ Property / cites work @@
+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
+Normal rank
@@ Property / cites work @@
+CuBICA: Independent Component Analysis by Simultaneous Third- and Fourth-Order Cumulant Diagonalization
+Normal rank
@@ Property / cites work @@
+Independent component analysis, a new concept?
@@ Property / cites work: Independent component analysis, a new concept? / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical properties of asset returns: stylized facts and statistical issues
+Normal rank
@@ Property / cites work @@
+Autoregressive conditional heteroskedasticity and changes in regime
+Normal rank
@@ Property / cites work @@
+Applied Multivariate Statistical Analysis
@@ Property / cites work: Applied Multivariate Statistical Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Principal component analysis.
@@ Property / cites work: Principal component analysis. / rank @@
+Normal rank
@@ Property / cites work @@
+What is Projection Pursuit?
@@ Property / cites work: What is Projection Pursuit? / rank @@
+Normal rank
@@ Property / cites work @@
+Blind separation of sources. I: An adaptive algorithm based on neuromimetic architecture
+Normal rank
@@ Property / cites work @@
+Independent Component Analysis Involving Autocorrelated Sources With an Application to Functional Magnetic Resonance Imaging
+Normal rank
@@ Property / cites work @@
+Dynamic Orthogonal Components for Multivariate Time Series
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference for time-inhomogeneous volatility models.
+Normal rank