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"Moving dynamic principal component analysis for non-stationary ..."

Fayed Alshammri, Jiazhu Pan (2021)

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DOI: 10.1007/S00180-021-01081-8

access: closed

type: Journal Article

metadata version: 2022-10-02

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Fayed Alshammri, Jiazhu Pan:
Moving dynamic principal component analysis for non-stationary multivariate time series. Comput. Stat. 36(3): 2247-2287 (2021)

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