Principal Modes of Variation for Processes with Continuous Sample Curves (Q4723055)

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scientific article; zbMATH DE number 3996901
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Principal Modes of Variation for Processes with Continuous Sample Curves
scientific article; zbMATH DE number 3996901

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    Principal Modes of Variation for Processes with Continuous Sample Curves (English)
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    1986
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    Karhunen-Loève expansion
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    process with continuous sample curves
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    principal components analysis of vector processes
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    best linear model
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    principal modes of variation
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    eigenfunctions
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