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Outlier Detection in Multivariate Time Series by Projection Pursuit
Galeano, Pedro
;
Pena, Daniel
;
Tsay, Ruey S.
- In:
Journal of the American Statistical Association
101
(
2006
)
June
,
pp. 654-669
Persistent link: https://www.econbiz.de/10005532620
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Constrained Factor Models
Tsai, Henghsiu
;
Tsay, Ruey S.
- In:
Journal of the American Statistical Association
105
(
2010
)
492
,
pp. 1593-1605
Persistent link: https://www.econbiz.de/10008784063
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