Statistical properties of a blind source separation estimator for stationary time series
DOI10.1016/j.spl.2012.06.025zbMath1312.62110OpenAlexW2018119392WikidataQ109772832 ScholiaQ109772832MaRDI QIDQ712509
Hannu Oja, Sara Taskinen, Klaus Nordhausen, Jari Petteri Miettinen
Publication date: 17 October 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.06.025
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Related Items (14)
Uses Software
Cites Work
This page was built for publication: Statistical properties of a blind source separation estimator for stationary time series