Distances on Spaces of High-Dimensional Linear Stochastic Processes: A Survey (Q5263609)
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scientific article; zbMATH DE number 6459861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distances on Spaces of High-Dimensional Linear Stochastic Processes: A Survey |
scientific article; zbMATH DE number 6459861 |
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Distances on Spaces of High-Dimensional Linear Stochastic Processes: A Survey (English)
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17 July 2015
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stochastic processes
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time series
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pattern recognition
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linear dynamical systems
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extrinsic geometries
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intrinsic geometries
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principal fiber bundle
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generalized dynamic factor model
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spectral factorization
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all-pass filter
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Hellinger distance
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Itakura-Saito divergence
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Fréchet mean
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