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

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Property / DOI: 10.1214/17-AOS1613 / rank
 
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Property / publication date
 
24 October 2018
Timestamp+2018-10-24T00:00:00Z
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Property / publication date: 24 October 2018 / rank
 
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Property / author
 
Property / author: Jinyuan Chang / rank
 
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Property / author
 
Property / author: Bin Guo / rank
 
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Property / author
 
Property / author: Qiwei Yao / rank
 
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Property / title
 
Principal component analysis for second-order stationary vector time series (English)
Property / title: Principal component analysis for second-order stationary vector time series (English) / rank
 
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Property / zbMATH Open document ID
 
Property / zbMATH Open document ID: 1454.62255 / rank
 
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Property / full work available at URL
 
Property / full work available at URL: https://arxiv.org/abs/1410.2323 / rank
 
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Property / full work available at URL
 
Property / full work available at URL: https://projecteuclid.org/euclid.aos/1534492830 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62M10 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62H25 / rank
 
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Property / zbMATH DE Number
 
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
 
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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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Revision as of 18:11, 27 July 2023

scientific article
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English
Principal component analysis for second-order stationary vector time series
scientific article

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    1 October 2018
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    24 October 2018
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    Principal component analysis for second-order stationary vector time series (English)
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    \(\alpha\)-mixing
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    autocorrelation
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    cross-correlation
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    dimension reduction
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    eigenanalysis
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    high-dimensional time series
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    weak stationarity
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    Identifiers