Generalized principal component analysis for moderately non-stationary vector time series (Q830695)
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scientific article; zbMATH DE number 7346305
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| English | Generalized principal component analysis for moderately non-stationary vector time series |
scientific article; zbMATH DE number 7346305 |
Statements
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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