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"TVICA - Time varying independent component analysis and its application to ..."

Ray-Bing Chen, Ying Chen, Wolfgang K. Härdle (2014)

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DOI: 10.1016/J.CSDA.2014.01.002

access: closed

type: Journal Article

metadata version: 2022-10-02

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Ray-Bing Chen, Ying Chen, Wolfgang K. Härdle:
TVICA - Time varying independent component analysis and its application to financial data. Comput. Stat. Data Anal. 74: 95-109 (2014)

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