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Outlier Detection in Multivariate Time Series by Projection Pursuit
Galeano, Pedro; Pena, Daniel; Tsay, Ruey S. - In: Journal of the American Statistical Association 101 (2006) June, pp. 654-669
Persistent link: https://www.econbiz.de/10005532620
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Constrained Factor Models
Tsai, Henghsiu; Tsay, Ruey S. - In: Journal of the American Statistical Association 105 (2010) 492, pp. 1593-1605
Persistent link: https://www.econbiz.de/10008784063