Robust Rolling PCA : Managing Time Series and Multiple Dimensions
Year of publication: |
[2023]
|
---|---|
Authors: | Hirsa, Ali ; Klinkert, Federico ; Malhotra, Satyan ; Holmes, Ryan |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Robustes Verfahren | Robust statistics |
Extent: | 1 Online-Ressource (11 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 25, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4400158 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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