Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series

DOI10.1016/j.spa.2013.03.015zbMath1285.62109OpenAlexW2025629999MaRDI QIDQ2447653

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

zbMATH Keywords

cumulantsdiscrete Fourier transformsmixingspectral representationfunctional data analysisspectral density operatorfunctional principal components

Mathematics Subject Classification ID

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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Uses Software

• fda (R)

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