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A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method

Crossref DOI link: https://doi.org/10.1007/s00362-023-01504-2

Published Online: 2023-11-15

Published Print: 2024-07

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Reisen, Valdério Anselmo https://orcid.org/0000-0002-8313-7648
Lévy-Leduc, Céline

Monte, Edson Zambon https://orcid.org/0000-0002-6878-5428
Bondon, Pascal
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Text and Data Mining valid from 2023-11-15

Version of Record valid from 2023-11-15
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Article History

Received: 28 July 2022

Revised: 7 August 2023

First Online: 15 November 2023