Factor Modelling for Clustering High-dimensional Time Series

10.1080/01621459.2023.2183132

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Bibliographic Details
Main Authors: Bo Zhang, Guangming Pan, Qiwei Yao, Wang Zhou
Other Authors: STATISTICS AND DATA SCIENCE
Format: Article
Published: Taylor & Francis 2024
Online Access:https://scholarbank.nus.edu.sg/handle/10635/249184
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-2491842024-11-12T21:01:48Z Factor Modelling for Clustering High-dimensional Time Series Bo Zhang Guangming Pan Qiwei Yao Wang Zhou STATISTICS AND DATA SCIENCE 10.1080/01621459.2023.2183132 Journal of the American Statistical Association 119 546 1252-1263 2024-07-22T01:58:16Z 2024-07-22T01:58:16Z 2023-04-05 Article Bo Zhang, Guangming Pan, Qiwei Yao, Wang Zhou (2023-04-05). Factor Modelling for Clustering High-dimensional Time Series. Journal of the American Statistical Association 119 (546) : 1252-1263. ScholarBank@NUS Repository. https://doi.org/10.1080/01621459.2023.2183132 0162-1459 https://scholarbank.nus.edu.sg/handle/10635/249184 Taylor & Francis Taylor & Francis
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description 10.1080/01621459.2023.2183132
author2 STATISTICS AND DATA SCIENCE
author_facet STATISTICS AND DATA SCIENCE
Bo Zhang
Guangming Pan
Qiwei Yao
Wang Zhou
format Article
author Bo Zhang
Guangming Pan
Qiwei Yao
Wang Zhou
spellingShingle Bo Zhang
Guangming Pan
Qiwei Yao
Wang Zhou
Factor Modelling for Clustering High-dimensional Time Series
author_sort Bo Zhang
title Factor Modelling for Clustering High-dimensional Time Series
title_short Factor Modelling for Clustering High-dimensional Time Series
title_full Factor Modelling for Clustering High-dimensional Time Series
title_fullStr Factor Modelling for Clustering High-dimensional Time Series
title_full_unstemmed Factor Modelling for Clustering High-dimensional Time Series
title_sort factor modelling for clustering high-dimensional time series
publisher Taylor & Francis
publishDate 2024
url https://scholarbank.nus.edu.sg/handle/10635/249184
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