@misc
{TN_libero_mab2,
author = {
Zhang, Bo
AND
Gao, Jiti
AND
Pan, Guangming
AND
Yang, Yanrong
},
title = {
Eigen-analysis for high-dimensional time series clustering
},
publisher = {[Monash University, Department of Econometrics and Business Statistics]},
keywords = {
Factor model
,
non-stationarity
,
sample covariance matrix
,
stationarity
,
Graue Literatur
},
year = {[2023]},
booktitle = {Working paper / Monash University, Department of Econometrics and Business Statistics ; no. 23, 22 (November 2023)},
address = {
[Victoria, Australia]
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}