Media type: E-Book Title: Eigen-analysis for high-dimensional time series clustering Contributor: Zhang, Bo [Author]; Gao, Jiti [Author]; Pan, Guangming [Author]; Yang, Yanrong [Author] Published: [Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023] Published in: Monash University: Working paper ; 2023,22 Extent: 1 Online-Ressource (circa 60 Seiten); Illustrationen Language: English Keywords: Factor model ; non-stationarity ; sample covariance matrix ; stationarity ; Graue Literatur Origination: Footnote: Access State: Open Access