18 citations · 21 across the 3 of their papers we have counts for
1 paper · 1 filter
Roberto Vásquez-Martínez, Graciela González-Farías, José Ulises Márquez Urbina +1
This paper jointly addresses the challenges of non-stationarity and high dimensionality in analysing multivariate time series. Building on the classical concept of cointegration, w…