On the Number of Signals in Multivariate Time Series-Reference-Cited by-同舟云学术

On the Number of Signals in Multivariate Time Series

Published:2018 Issue: Volume: Page:248-258
ISSN:0302-9743
Container-title:Latent Variable Analysis and Signal Separation
language:
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Author:

Matilainen Markus^ORCID,Nordhausen Klaus^ORCID,Virta Joni^ORCID

Publisher

Springer International Publishing

Link

http://link.springer.com/content/pdf/10.1007/978-3-319-93764-9_24

Reference24 articles.

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2. Lütkepohl, H.: New Introduction to Multiple Time Series Analysis. Springer, Heidelberg (2005)

3. Comon, P., Jutten, C.: Handbook of Blind Source Separation: Independent Component Analysis and Applications. Academic Press (2010)

4. Blanchard, G., Kawanabe, M., Sugiyama, M., Spokoiny, V., Müller, K.R.: In search of non-Gaussian components of a high-dimensional distribution. J. Mach. Learn. Res. 7, 247–282 (2006)

5. Nordhausen, K., Oja, H., Tyler, D.: Asymptotic and bootstrap tests for subspace dimension (2017). https://arxiv.org/abs/1611.04908v2

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