Approximation of the principal components analysis of a stationary function

DOI10.1016/J.SPL.2005.09.008MaRDI QIDQ2489866zbMATH OpenOpenAlexFDO

Authors Alain Boudou

Publication date 28 April 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.09.008

zbMATH Keywords

Frequency domainPrincipal components analysisStationary random function

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes (62M99)

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Cites work

• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• scientific article; zbMATH DE number 4151667 (Why is no real title available?)
• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• scientific article; zbMATH DE number 3511443 (Why is no real title available?)
• scientific article; zbMATH DE number 756562 (Why is no real title available?)
• Principal component analysis for a stationary random function defined on a locally compact abelian group
• Principal components analysis of sampled functions
• Walsh spectral analysis of multiple dyadic stationary processes and its applications

Cited in

(12)

• Principal component analysis for a stationary random function defined on a locally compact abelian group
• Commuter of operators in a Hilbert space
• Principal components analysis and cyclostationarity
• Principal components analysis of regularly varying functions
• Continuity and Analysis of Sequences of Principal Components
• Principal Components Analysis of a Cyclostationary Random Function
• On proximity between PCA in the frequency domain and usual PCA
• scientific article; zbMATH DE number 4151667 (Why is no real title available?)
• Approximation spline de l'analyse en composantes principales d'une variable aléatoire hilbertienne
• Approximation par moyennage de l'analyse en composantes principales d'un processus stochastique
• scientific article; zbMATH DE number 1489837 (Why is no real title available?)
• scientific article; zbMATH DE number 756562 (Why is no real title available?)

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