New independent component analysis tools for time series (Q894577)

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scientific article; zbMATH DE number 6515203
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    New independent component analysis tools for time series
    scientific article; zbMATH DE number 6515203

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      New independent component analysis tools for time series (English)
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      1 December 2015
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      FOBI
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      GARCH
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      JADE
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      multivariate statistics
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      SOBI
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      stochastic volatility
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