Principal component analysis for second-order stationary vector time series (Q82525)
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scientific article; zbMATH DE number 6964327
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| default for all languages | No label defined |
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| English | Principal component analysis for second-order stationary vector time series |
scientific article; zbMATH DE number 6964327 |
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46
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5
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1 October 2018
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24 October 2018
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Principal component analysis for second-order stationary vector time series (English)
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\(\alpha\)-mixing
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autocorrelation
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cross-correlation
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dimension reduction
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eigenanalysis
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high-dimensional time series
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weak stationarity
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0.8456365466117859
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0.837965726852417
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0.7985191941261292
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0.7824746370315552
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Jinyuan Chang
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Bin Guo
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