Optimal dimension reduction for high-dimensional and functional time series

Marc Hallin, Siegfried Hörmann, Marco Lippi

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	385-398
Journal	Statistical Inference for Stochastic Processes
Volume	21
Issue number	2
DOIs	https://doi.org/10.1007/s11203-018-9172-1
Publication status	Published - 2018

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title = "Optimal dimension reduction for high-dimensional and functional time series",

author = "Marc Hallin and Siegfried H{\"o}rmann and Marco Lippi",

year = "2018",

doi = "10.1007/s11203-018-9172-1",

language = "English",

volume = "21",

pages = "385--398",

journal = "Statistical Inference for Stochastic Processes",

issn = "1387-0874",

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

AU - Hallin, Marc

AU - Hörmann, Siegfried

AU - Lippi, Marco

PY - 2018

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U2 - 10.1007/s11203-018-9172-1

DO - 10.1007/s11203-018-9172-1

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EP - 398

JO - Statistical Inference for Stochastic Processes

JF - Statistical Inference for Stochastic Processes

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