This article refers to:
Peña, D., and Yohai, V. J. (2016), “Generalized Dynamic Principal Components,” Journal of the American Statistical Association, 111, 1121–1131. DOI: 10.1080/01621459.2015.1072542.
The affiliation for Daniel Peña was incorrect. It should be Statistics Department and UC3M-BS Institute of Financial Big Data, Universidad Carlos III de Madrid.
The ASA and JASA regret the error.