Analytica Chimica Acta · 1996 · 29 citations · 17 references
BusinessFinanceTime Series AnalysisFactor AnalysisFactor ModelsHeteroscedastic Variance ComponentsHeteroscedasticity ModelingTime-varying Factor Loadings
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Evolving factor analysis in the presence of heteroscedastic noise
H.R. Keller, D.L. Massart, Yi‐Zeng Liang et al. · Analytica Chimica Acta · 1992 · 99 citations