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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24 October 2018
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Property / publication date: 24 October 2018 / rank | |||||||||||||||
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Property / author: Jinyuan Chang / rank | |||||||||||||||
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Property / author: Bin Guo / rank | |||||||||||||||
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Property / author: Qiwei Yao / rank | |||||||||||||||
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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: 1454.62255 / rank | |||||||||||||||
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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 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62H25 / rank | |||||||||||||||
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Property / zbMATH DE Number: 6964327 / rank | |||||||||||||||
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\(\alpha\)-mixing | |||||||||||||||
Property / zbMATH Keywords: \(\alpha\)-mixing / rank | |||||||||||||||
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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 | |||||||||||||||
Property / zbMATH Keywords: high-dimensional time series / rank | |||||||||||||||
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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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46
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5
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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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