1. Time series factor models;Ensor K. B.;WIREs: Computational Statistics,2013
2. Additional general references for BSS for the interested reader are Hyvärinen et al. (2001); Cichocki and Amari (2002); Chabriel et al. (2014). Joint diagonalization that is used to solve the BSS problem can also be used for other data structures and not just for time series data. Joint diagonalization is used for iid tensorial data in Virta et al. (2017 2018) for functional data in Virta et al. (2020a) and for graph data in Miettinen Vorobyov and Ollila (2020).
3. Robust BSS approaches especially for the iid setting are discussed in Nordhausen et al. (2008); Hallin and Mehta (2015). More noise settings in the iid and time series setting are considered in Nordhausen et al. (2017); Pfister et al. (2019).
4. Spatial blind source separation;Bachoc F.;Biometrika,2020
5. Determining the number of factors in approximate factor models;Bai J.;Econometrica,2002