%0 Generic
%T Eigen-analysis for high-dimensional time series clustering
%A Zhang, Bo
%A Gao, Jiti
%A Pan, Guangming
%A Yang, Yanrong
%I [Monash University, Department of Econometrics and Business Statistics]
%K Factor model
%K non-stationarity
%K sample covariance matrix
%K stationarity
%K Graue Literatur
%D [2023]
%C [Monash University, Department of Econometrics and Business Statistics]
%C [Victoria, Australia]
%U http://slubdd.de/katalog?TN_libero_mab2
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