Hallin, Marc; Lippi, Marco - In: Stochastic Processes and their Applications 123 (2013) 7, pp. 2678-2695
High-dimensional time series may well be the most common type of dataset in the so-called “big data” revolution, and have entered current practice in many areas, including meteorology, genomics, chemometrics, connectomics, complex physics simulations, biological and environmental research,...
