Principal Component Analysis of High-Frequency Data (Q5229911)
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scientific article; zbMATH DE number 7095877
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Principal Component Analysis of High-Frequency Data |
scientific article; zbMATH DE number 7095877 |
Statements
Principal Component Analysis of High-Frequency Data (English)
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19 August 2019
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eigenvalue
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eigenvector
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high frequency
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Itô semimartingale
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principal components
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spectral function
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0.8535557389259338
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0.847158670425415
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0.7950931787490845
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0.7928681373596191
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0.7609526515007019
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