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Factor Modelling for Clustering High-dimensional Time Series
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Factor Modelling for Clustering High-dimensional Time Series

Bo Zhang
G. Pan
Q. Yao
Wang Zhou
ArXiv (abs)PDFHTML

Papers citing "Factor Modelling for Clustering High-dimensional Time Series"

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Title
Factor modeling for high-dimensional time series: Inference for the number of factors
Factor modeling for high-dimensional time series: Inference for the number of factors
Clifford Lam
Q. Yao
157
484
0
04 Jun 2012