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

DOI10.1080/01621459.2016.1240083MaRDI QIDQ151603

Xiaofeng Shao, Chung Eun Lee

Publication date: 8 August 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

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