Generalized principal component analysis for moderately non-stationary vector time series (Q830695): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JSPI.2020.08.007 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JSPI.2020.08.007 / rank | |||
Normal rank | |||
Latest revision as of 04:28, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized principal component analysis for moderately non-stationary vector time series |
scientific article |
Statements
Generalized principal component analysis for moderately non-stationary vector time series (English)
0 references
7 May 2021
0 references
dimension reduction
0 references
eigenanalysis
0 references
moving cross-covariance
0 references
moving cross-correlation
0 references
multivariate time series
0 references
non-stationary data
0 references
