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Journal of the American Statistical Association Volume 119, 2024 - Issue 546
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Theory and Methods

Factor Modeling for Clustering High-Dimensional Time Series

Bo Zhanga Department of Statistics & Finance, International Institute of Finance, School of Management, University of Science and Technology of China, Hefei, ChinaView further author information
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Guangming Panb School of Physical & Mathematical Sciences, Nanyang Technological University, SingaporeView further author information
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Qiwei Yaoc Department of Statistics, London School of Economics and Political Science, London, UKCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-2065-8486View further author information
ORCID Icon &
Wang Zhoud Department of Statistics & Data Science, National University of Singapore, SingaporeView further author information
Pages 1252-1263 | Received 02 Oct 2021, Accepted 15 Feb 2023, Published online: 05 Apr 2023

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Factor Modelling for Clustering High-dimensional Time Series
Source: Taylor & Francis
Factor Modeling for Clustering High-Dimensional Time Series
Source: Taylor & Francis

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