"Complex Principle Component Analysis on Dynamic Correlation Structure in ..."

Yuichi Kichikawa, Yuta Arai, Hiroshi Iyetomi (2015)

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DOI: 10.1016/J.PROCS.2015.08.294

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-21

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Yuichi Kichikawa, Yuta Arai, Hiroshi Iyetomi:
Complex Principle Component Analysis on Dynamic Correlation Structure in Price Index Data. KES 2015: 1836-1845

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