Robust factor modelling for high-dimensional time series: An application to air pollution data-Reference-Cited by-同舟云学术

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

Published:2019-04 Issue: Volume:346 Page:842-852
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Reisen Valdério Anselmo^ORCID,Sgrancio Adriano Marcio,Lévy-Leduc Céline,Bondon Pascal,Monte Edson Zambon^ORCID,Aranda Cotta Higor Henrique,Ziegelmann Flávio Augusto

Funder

CNPq

FAPES

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference34 articles.

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5. Joint estimation of model parameters and outlier effects in time series;Chen;J. Am. Stat. Assoc.,1993

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