TVICA
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Software:37728
swMATH25995MaRDI QIDQ37728FDOQ37728
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Cited In (6)
- Sparse-group independent component analysis with application to yield curves prediction
- Adaptive Estimation in Multiple Time Series With Independent Component Errors
- TVICA -- time varying independent component analysis and its application to financial data
- A new way to order independent components
- The DNA of security return
- Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis
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