Robust factor modelling for high-dimensional time series:...

Applied Mathematics and Computation 2019 / 04 Vol. 346

Robust factor modelling for high-dimensional time series: An application to air pollution data

Reisen, Valdério Anselmo, Sgrancio, Adriano Marcio, Lévy-Leduc, Céline, Bondon, Pascal, Monte, Edson Zambon, Aranda Cotta, Higor Henrique, Ziegelmann, Flávio Augusto
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Volume:
346
Language:
english
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2018.09.062
Date:
April, 2019
File:
PDF, 1.20 MB
english, 2019
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