A1 Journal article (refereed)
On Independent Component Analysis with Stochastic Volatility Models (2017)

Matilainen, M., Miettinen, J., Nordhausen, K., Oja, H., & Taskinen, S. (2017). On Independent Component Analysis with Stochastic Volatility Models. Austrian Journal of Statistics, 46(3-4), 57-66. https://doi.org/10.17713/ajs.v46i3-4.671

JYU authors or editors

Publication details

All authors or editors: Matilainen, Markus; Miettinen, Jari; Nordhausen, Klaus; Oja, Hannu; Taskinen, Sara

Journal or series: Austrian Journal of Statistics

ISSN: 1026-597X

Publication year: 2017

Volume: 46

Issue number: 3-4

Pages range: 57-66

Publisher: Österreichische Statistische Gesellschaft

Publication country: Austria

Publication language: English

DOI: https://doi.org/10.17713/ajs.v46i3-4.671

Publication open access: Openly available

Publication channel open access: Open Access channel

Publication is parallel published (JYX): https://jyx.jyu.fi/handle/123456789/53705

Free keywords: blind source separation; GARCH model; nonlinear autocorrelation; multivariate time series

Contributing organizations

Other organizations:

Ministry reporting: Yes

Reporting Year: 2017

JUFO rating: 1

Last updated on 2021-09-06 at 13:56