Generalized principal component analysis for moderately non-stationary vector time series (Q830695)

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Generalized principal component analysis for moderately non-stationary vector time series
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    Generalized principal component analysis for moderately non-stationary vector time series (English)
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    7 May 2021
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    dimension reduction
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    eigenanalysis
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    moving cross-covariance
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    moving cross-correlation
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    multivariate time series
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    non-stationary data
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