Robust factor modelling for high-dimensional time series: An application to air pollution data. - Valderio Anselmo Reisen; Adriano Marcio Sgrancio; Céline Lévy-Leduc; Pascal Bondon; Edson Zambon Monte; Higor Henrique Aranda Cotta; Flávio Augusto Ziegelmann (Appl. Math. Comput., 2019)