Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
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Publication:2447653
DOI10.1016/j.spa.2013.03.015zbMath1285.62109MaRDI 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
cumulants; discrete Fourier transforms; mixing; spectral representation; functional data analysis; spectral density operator; functional principal components
62H25: Factor analysis and principal components; correspondence analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
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