Optimal dimension reduction for high-dimensional and functional time series

Marc Hallin, Siegfried Hörmann, Marco Lippi

Research output: Contribution to journalArticle

LanguageEnglish
JournalStatistical Inference for Stochastic Processes
StatusAccepted/In press - 2018

Cite this

@article{959422f224a5459d8b737c54398b7f18,
title = "Optimal dimension reduction for high-dimensional and functional time series",
author = "Marc Hallin and Siegfried H{\"o}rmann and Marco Lippi",
year = "2018",
language = "English",
journal = "Statistical Inference for Stochastic Processes",
issn = "1387-0874",
publisher = "Springer Verlag",

}

TY - JOUR

T1 - Optimal dimension reduction for high-dimensional and functional time series

AU - Hallin,Marc

AU - Hörmann,Siegfried

AU - Lippi,Marco

PY - 2018

Y1 - 2018

M3 - Article

JO - Statistical Inference for Stochastic Processes

T2 - Statistical Inference for Stochastic Processes

JF - Statistical Inference for Stochastic Processes

SN - 1387-0874

ER -