Principal components analysis and cyclostationarity

DOI10.1016/j.jmva.2021.104875OpenAlexW3208584703MaRDI QIDQ2078536

Alain Boudou, Sylvie Viguier-Pla

Publication date: 1 March 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104875

zbMATH Keywords

spectral measuresunitary operatorsstationary processesrandom measuresorthogonal projectorsprincipal components analysiscyclostationarity

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic integrals (60H05) Random measures (60G57) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Multivariate analysis (62Hxx)

Related Items (1)

SPECTRAL ELEMENTS ASSOCIATED TO A CYCLOSTATIONARY FUNCTION

Cites Work

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• Group of unitary operators deducted from a spectral measure -- an application.
• Principal component analysis for a stationary random function defined on a locally compact abelian group
• On spectral and random measures associated to discrete and continuous-time processes
• Principal Components Analysis of a Cyclostationary Random Function
• Information Topological Characterization of Periodically Correlated Processes by Dilation Operators
• Time Series

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