# Extracting Conditionally Heteroskedastic Components using Independent Component Analysis

> Research article (Journal of Time Series Analysis, 2019) · cited 15× · AI/ML

**Wikidata**: [openalex:W2902232607](https://www.wikidata.org/wiki/openalex:W2902232607)  
**Source**: https://4ort.xyz/entity/extracting-conditionally-heteroskedastic-components-using-independent-component-analysis