Robust factor modelling for high-dimensional time series: An application to air pollution data.
Valderio Anselmo ReisenAdriano Marcio SgrancioCéline Lévy-LeducPascal BondonEdson Zambon MonteHigor Henrique Aranda CottaFlávio Augusto ZiegelmannPublished in: Appl. Math. Comput. (2019)