Robust factor modelling for high-dimensional time series: an application to air pollution data (Q2008477)
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scientific article; zbMATH DE number 7136501
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| English | Robust factor modelling for high-dimensional time series: an application to air pollution data |
scientific article; zbMATH DE number 7136501 |
Statements
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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0.7603480815887451
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0.7491281032562256
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0.7341630458831787
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0.7338386178016663
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