TVICA

MaRDI QIDQ37728swMATHFDO

Official website https://www.sciencedirect.com/science/article/pii/S0167947314000127

Cited in

(9)

• TVICA -- time varying independent component analysis and its application to financial data
• Sparse-group independent component analysis with application to yield curves prediction
• FastICA
• Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis
• Adaptive estimation in multiple time series with independent component errors
• CuBICA
• GHICA
• The DNA of security return
• A new way to order independent components

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