"Dimension reduction in time series under the presence of conditional ..."

Murilo da Silva, T. N. Sriram, Yuan Ke (2023)

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DOI: 10.1016/J.CSDA.2022.107682

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type: Journal Article

metadata version: 2023-03-21

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Murilo da Silva, T. N. Sriram, Yuan Ke:
Dimension reduction in time series under the presence of conditional heteroscedasticity. Comput. Stat. Data Anal. 180: 107682 (2023)

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