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"Robust factor modelling for high-dimensional time series: An application ..."
Valderio Anselmo Reisen et al. (2019)
- Valderio Anselmo Reisen, Adriano Marcio Sgrancio, Céline Lévy-Leduc, Pascal Bondon, Edson Zambon Monte, Higor Henrique Aranda Cotta, Flávio Augusto Ziegelmann:
Robust factor modelling for high-dimensional time series: An application to air pollution data. Appl. Math. Comput. 346: 842-852 (2019)
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