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

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

zbMATH Keywords

cumulants; discrete Fourier transforms; mixing; spectral representation; functional data analysis; spectral density operator; functional principal components

Mathematics Subject Classification ID

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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Uses Software

• fda (R)

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