Robust factor modelling for high-dimensional time series: An application to air pollution data
- Citation:
- Robust factor modelling for high-dimensional time series: An application to air pollution data, Reisen, V. A., Sgrancio A. M., Levy-Leduc C., Bondon P., Monte E. Z., Cotta H., and Ziegelmann F. A. , Applied Mathematics and Computation, Volume 346, p.842-852, (2019)
