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Robust factor modelling for high-dimensional time series: An application to air pollution data

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https://hal-agroparistech.archives-ouvertes.fr/hal-02902032
Contributor : Céline Lévy-Leduc <>
Submitted on : Friday, July 17, 2020 - 5:15:54 PM
Last modification on : Wednesday, September 16, 2020 - 4:51:23 PM

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Valdério Anselmo Reisen, Adriano Marcio Sgrancio, Céline Lévy-Leduc, Pascal Bondon, Edson Zambon Monte, et al.. Robust factor modelling for high-dimensional time series: An application to air pollution data. Applied Mathematics and Computation, Elsevier, 2019, 346, pp.842-852. ⟨10.1016/j.amc.2018.09.062⟩. ⟨hal-02902032⟩

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