Robust multivariate and functional archetypal analysis with application to financial time series analysis

Title
Robust multivariate and functional archetypal analysis with application to financial time series analysis
Authors
Keywords
Multivariate functional data, Archetype analysis, Stock, M-estimators, Multivariate time series
Journal
Publisher
Elsevier BV
Online
2018-12-27
DOI
10.1016/j.physa.2018.12.036

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