Canonical correlation for stochastic processes

DOI10.1016/J.SPA.2007.10.006zbMath1145.62048OpenAlexW2003107460MaRDI QIDQ947155

Tailen Hsing, R. L. Eubank

Publication date: 29 September 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2007.10.006

zbMATH Keywords

time seriesreproducing kernel Hilbert spacefunctional dataACEHilbert-Schmidt property

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Inference from stochastic processes (62M99) Applications of operator theory in probability theory and statistics (47N30)

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Uses Software

• fda (R)

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