Sliced average variance estimation for multivariate time series-Reference-Cited by-同舟云学术

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Sliced average variance estimation for multivariate time series

Published:2019-04-18 Issue:3 Volume:53 Page:630-655
ISSN:0233-1888
Container-title:Statistics
language:en
Short-container-title:Statistics

Author:

Matilainen M.¹²^ORCID,Croux C.³,Nordhausen K.⁴,Oja H.¹

Affiliation:

1. Department of Mathematics and Statistics, University of Turku, Turku, Finland

2. Turku PET Centre, Turku, Finland

3. EDHEC Business School, Lille, France

4. Institute of Statistics & Mathematical Methods in Economics, Vienna University of Technology, Wien, Austria

Funder

Academy of Finland

CRoNoS COST Action

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02331888.2019.1605515

Reference28 articles.

1. A Review on Dimension Reduction

2. Time series factor models

3. An adaptive estimation of dimension reduction space

4. Supervised dimension reduction for multivariate time series

5. Sliced Inverse Regression for Dimension Reduction

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Using sliced inverse mean difference for dimension reduction in multivariate time series;Stat;2024-07-13

2. Stationary subspace analysis based on second-order statistics;Journal of Computational and Applied Mathematics;2024-01

3. Blind recovery of sources for multivariate space-time random fields;Stochastic Environmental Research and Risk Assessment;2022-12-30

4. On the usage of joint diagonalization in multivariate statistics;Journal of Multivariate Analysis;2022-03

5. Dimension Reduction for Time Series in a Blind Source Separation Context Using R;Journal of Statistical Software;2021

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