Blind source separation for compositional time series
DOI10.1007/s11004-020-09869-yzbMath1472.86027OpenAlexW3034424749WikidataQ109772881 ScholiaQ109772881MaRDI QIDQ2238080
Klaus Nordhausen, Gregor Fischer, Peter Filzmoser
Publication date: 29 October 2021
Published in: Mathematical Geosciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11004-020-09869-y
stochastic volatilityisometric log-ratio coordinatesnonstationary source separationsecond-order source separation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Geostatistics (86A32) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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