Robust factor modelling for high-dimensional time series: an application to air pollution data
type: Item
instance of: scholarly article
title: Robust factor modelling for high-dimensional time series: an application to air pollution data
zbMATH Open document ID: 1428.86027
author: Valdério Anselmo Reisen
author: Adriano Marcio Sgrancio
author: Pascal Bondon
author: Edson Zambon Monte
author: Higor Henrique Aranda Cotta
author: Flavio Augusto Ziegelmann
author: Céline Lévy-Leduc
published in: Applied Mathematics and Computation
publication date: 2019-11-25T00:00:00Z
full work available at URL: document
Mathematics Subject Classification ID: 86A32
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G35
zbMATH DE Number: 7136501
zbMATH Keywords: factor analysis
zbMATH Keywords: time series
zbMATH Keywords: robustness
zbMATH Keywords: eigenvalues
zbMATH Keywords: reduced rank
zbMATH Keywords: air pollution
MaRDI profile type: Publication
OpenAlex ID: W2896525904
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Wikidata QID: Q128891447
DOI: 10.1016/J.AMC.2018.09.062
description: scientific article; zbMATH DE number 7136501