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Lam, Clifford, Yao, Qiwei 
ORCID: 0000-0003-2065-8486 and Bathia, Neil
(2011)
Estimation of latent factors for high-dimensional time series.
Biometrika, 98 (4).
pp. 901-18.
ISSN 0006-3444
Bathia, Neil, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Ziegelmann, Flavio
(2010)
Identifying the finite dimensionality of curve time series.
Annals of Statistics, 38 (6).
pp. 3352-3386.
ISSN 0090-5364
