rccm

MaRDI QIDQ1354661swMATHFDO

Official website https://link.springer.com/article/10.1007%2Fs00180-021-01081-8

Source code repository https://github.com/cjbayesian/rccm

Described by source

• Moving dynamic principal component analysis for non-stationary multivariate time series

Cited in

(3)

• MACF
• MCOV
• MDPCA

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