Principal component analysis for second-order stationary vector time series (Q82525): Difference between revisions

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+October 2018Timestamp +2018-10-24T00:00:00Z
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++2018-10-24T00:00:00Z
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@@ Property / publication date: 24 October 2018 / rank @@
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@@ Property / author @@
+Jinyuan Chang
@@ Property / author: Jinyuan Chang / rank @@
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@@ Property / author @@
+Bin Guo
@@ Property / author: Bin Guo / rank @@
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@@ Property / author @@
+Qiwei Yao
@@ Property / author: Qiwei Yao / rank @@
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@@ Property / title @@
+Principal component analysis for second-order stationary vector time series (English)
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@@ Property / zbMATH Open document ID @@
+.62255
@@ Property / zbMATH Open document ID: 1454.62255 / rank @@
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@@ Property / full work available at URL @@
+https://arxiv.org/abs/1410.2323
@@ Property / full work available at URL: https://arxiv.org/abs/1410.2323 / rank @@
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@@ Property / full work available at URL @@
+https://projecteuclid.org/euclid.aos/1534492830
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
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@@ Property / zbMATH DE Number @@
+6964327
@@ Property / zbMATH DE Number: 6964327 / rank @@
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@@ Property / zbMATH Keywords @@
+\(\alpha\)-mixing
@@ Property / zbMATH Keywords: \(\alpha\)-mixing / rank @@
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@@ Property / zbMATH Keywords @@
+autocorrelation
@@ Property / zbMATH Keywords: autocorrelation / rank @@
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@@ Property / zbMATH Keywords @@
+cross-correlation
@@ Property / zbMATH Keywords: cross-correlation / rank @@
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@@ Property / zbMATH Keywords @@
+dimension reduction
@@ Property / zbMATH Keywords: dimension reduction / rank @@
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@@ Property / zbMATH Keywords @@
+eigenanalysis
@@ Property / zbMATH Keywords: eigenanalysis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+high-dimensional time series
@@ Property / zbMATH Keywords: high-dimensional time series / rank @@
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@@ Property / zbMATH Keywords @@
+weak stationarity
@@ Property / zbMATH Keywords: weak stationarity / rank @@
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@@ Property / describes a project that uses @@
+FastICA
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+.2323
@@ Property / arXiv ID: 1410.2323 / rank @@
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@@ Property / cites work @@
+The use of factor analysis in the statistical analysis of multiple time series
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+Determining the Number of Factors in Approximate Factor Models
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+Covariance regularization by thresholding
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+A canonical analysis of multiple time series
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+Identifying a Simplifying Structure in Time Series
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+Publication:82525