A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method (Q6581300)
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scientific article; zbMATH DE number 7889343
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| English | A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method |
scientific article; zbMATH DE number 7889343 |
Statements
A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method (English)
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30 July 2024
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eigenvalues
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factor analysis
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long-memory
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reduced rank
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robustness
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0.788785994052887
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0.7583308219909668
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0.7350245118141174
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0.722419798374176
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0.7217966914176941
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