Computational approaches to estimation in the principal component analysis of a stochastic process

DOI10.1002/asm.3150110402zbMath0938.65012OpenAlexW2145184594MaRDI QIDQ4940117

R. Gutiérrez, Mariano J. Valderrama, Francisco A. Ocaña, Ana M. Aguilera

Publication date: 2 March 2000

Published in: Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asm.3150110402

zbMATH Keywords

algorithmsplinesFredholm integral equationBrownian motionprincipal component analysiseigenfunctionsBrownian bridgeorthogonal projectionKarhunen-Loève expansionsecond-order stochastic processestrapezoidal methodtourism evolution in Spain

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical methods for integral equations (65R20) Brownian motion (60J65) Fredholm integral equations (45B05) Eigenvalue problems for integral equations (45C05)

Related Items (10)

Unnamed Item ⋮ Penalized spline approaches for functional logit regression ⋮ Functional estimation of the random rate of a Cox process ⋮ Modelling the mean of a doubly stochastic Poisson process by functional data analysis ⋮ Functional estimation incorporating prior correlation information ⋮ Computational considerations in functional principal component analysis ⋮ Principal component estimation of functional logistic regression: discussion of two different approaches ⋮ Functional PLS logit regression model ⋮ Discussion of different logistic models with functional data. Application to systemic lupus erythematosus ⋮ Forecasting with unequally spaced data by a functional principal component approach

Uses Software

• Turbo Pascal

Cites Work

• Computational Methods for Integral Equations

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