"A QR decomposition approach to factor modelling."

Immanuel Manohar, Bharath Bhikkaji, Girish Ganesan (2017)

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DOI: 10.1016/J.SIGPRO.2016.05.017

access: closed

type: Journal Article

metadata version: 2022-10-02

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Immanuel Manohar, Bharath Bhikkaji, Girish Ganesan:
A QR decomposition approach to factor modelling. Signal Process. 132: 19-28 (2017)

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