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

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Revision as of 01:22, 17 July 2024

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Principal component analysis for second-order stationary vector time series
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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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