Record link: 
http://hdl.handle.net/20.500.12708/140279
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Title: 
Extracting Conditionally Heteroskedastic Components Using Independent Component Analysis
en
Citation: 
Miettinen, J., Matilainen, M., Nordhausen, K., & Taskinen, S. (2020). Extracting Conditionally Heteroskedastic Components Using Independent Component Analysis. Journal of Time Series Analysis, 41(2), 293–311. https://doi.org/10.1111/jtsa.12505
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Publisher DOI: 
10.1111/jtsa.12505
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Publication Type: 
Article - Original Research Article
en
Language: 
English
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Authors: 
Miettinen, Jari 
Matilainen, Markus 
Nordhausen, Klaus 
Taskinen, Sara 
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Organisational Unit: 
E105-06 - Forschungsbereich Computational Statistics 
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Journal: 
Journal of Time Series Analysis 
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ISSN: 
0143-9782
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Date (published): 
2020
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Number of Pages: 
19
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Publisher: 
WILEY
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Peer reviewed: 
Yes
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Keywords: 
Applied Mathematics; Statistics and Probability; Statistics, Probability and Uncertainty
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Project title: 
CSTAT: Blind Source Separation 
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Research Areas: 
außerhalb der gesamtuniversitären Forschungsschwerpunkte: 100%
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Science Branch: 
Mathematik
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