PCA4TS

MaRDI QIDQ43067swMATHCRANFDO

Authors Jinyuan Chang

Last update 5 August 2015

Copyright license GNU General Public License, version 2.0

Software version identifier 0.1

Official website https://cran.r-project.org/web/packages/PCA4TS/index.html

Source code repository https://github.com/cran/PCA4TS

Cited in

(3)

• gogarch
• freqdom
• Testing for high-dimensional white noise using maximum cross-correlations

This page was built for software: PCA4TS