Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q151603)

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    Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
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      Statements

      113
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      521
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      216-229
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      8 August 2017
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      Xiaofeng Shao
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      Chung Eun Lee
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