Factor Modelling for Clustering High-dimensional Time Series
10.1080/01621459.2023.2183132
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| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
Taylor & Francis
2024
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/249184 |
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| Institution: | National University of Singapore |