<div class="csl-bib-body">
<div class="csl-entry">Miettinen, J., Matilainen, M., Nordhausen, K., & Taskinen, S. (2020). Extracting Conditionally Heteroskedastic Components Using Independent Component Analysis. <i>Journal of Time Series Analysis</i>, <i>41</i>(2), 293–311. https://doi.org/10.1111/jtsa.12505</div>
</div>
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dc.identifier.issn
0143-9782
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/140279
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dc.language.iso
en
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dc.publisher
WILEY
-
dc.relation.ispartof
Journal of Time Series Analysis
-
dc.subject
Applied Mathematics
-
dc.subject
Statistics and Probability
-
dc.subject
Statistics, Probability and Uncertainty
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dc.title
Extracting Conditionally Heteroskedastic Components Using Independent Component Analysis
en
dc.type
Artikel
de
dc.type
Article
en
dc.description.startpage
293
-
dc.description.endpage
311
-
dc.type.category
Original Research Article
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tuw.container.volume
41
-
tuw.container.issue
2
-
tuw.journal.peerreviewed
true
-
tuw.peerreviewed
true
-
wb.publication.intCoWork
International Co-publication
-
tuw.project.title
CSTAT: Blind Source Separation
-
tuw.researchTopic.id
X1
-
tuw.researchTopic.name
außerhalb der gesamtuniversitären Forschungsschwerpunkte