Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
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Publication:2447653
DOI10.1016/J.SPA.2013.03.015zbMATH Open1285.62109OpenAlexW2025629999MaRDI QIDQ2447653FDOQ2447653
Shahin Tavakoli, Victor M. Panaretos
Publication date: 28 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2013.03.015
functional data analysismixingcumulantsspectral representationspectral density operatorfunctional principal componentsdiscrete Fourier transforms
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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Cited In (43)
- Asymptotic normality of spectral means of Hilbert space valued random processes
- Conjugate processes: theory and application to risk forecasting
- Tempered functional time series
- Time-varying functional principal components for non-stationary \(\text{EpCO}_2\) in freshwater systems
- Asymptotics for isotropic Hilbert-valued spherical random fields
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- Functional data analysis by matrix completion
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series
- Testing stationarity of functional time series
- White noise testing for functional time series
- Functional data analysis with rough sample paths?
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- On the approximate discrete KLT of fractional Brownian motion and applications
- Testing for periodicity in functional time series
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- Sparsely observed functional time series: estimation and prediction
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem
- A journey from univariate to multivariate functional time series: a comprehensive review
- Prediction theory for stationary functional time series
- Quantitative limit theorems and bootstrap approximations for empirical spectral projectors
- A randomness test for functional panels
- A new approach for time domain analysis of multivariate and functional time series
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- Fourier analysis of stationary time series in function space
- Principal Component Analysis of Spatially Indexed Functions
- On the CLT for discrete Fourier transforms of functional time series
- Locally stationary functional time series
- Functional estimation of anisotropic covariance and autocovariance operators on the sphere
- SPHARMA approximations for stationary functional time series on the sphere
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