Principal component analysis for second-order stationary vector time series (Q82525): Difference between revisions
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Revision as of 17:59, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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