Showing results 2 to 5 of 5
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| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
Independent component analysis for clustering multivariate time series data Proceeding/Conference:Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) | 2005 | 128 | ||
A smoothed bootstrap test for independence based on mutual information Journal:Computational Statistics and Data Analysis | 2009 | |||
Value at risk estimation using independent component analysis-generalized autoregressive conditional heteroscedasticity (ICA-garch) models Journal:International Journal of Neural Systems | 2006 | |||
Volatility modelling of multivariate financial time series by using ICA-GARCH models Proceeding/Conference:Lecture Notes in Computer Science | 2005 | 142 |