Eigen-analysis for high-dimensional time series clustering

Bo Zhang, Jiti Gao, Guangming Pan, Yanrong Yang

Year of publication:	[2023]
Authors:	Zhang, Bo ; Gao, Jiti ; Pan, Guangming ; Yang, Yanrong
Publisher:	[Victoria, Australia] : [Monash University, Department of Econometrics and Business Statistics]
Subject:	Factor model \| non-stationarity \| sample covariance matrix \| stationarity \| Zeitreihenanalyse \| Time series analysis \| Faktorenanalyse \| Factor analysis \| Schätztheorie \| Estimation theory \| Korrelation \| Correlation \| Clusteranalyse \| Cluster analysis \| Stichprobenerhebung \| Sampling

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