On proximity between PCA in the frequency domain and usual PCA

DOI10.1080/02331880600822499zbMATH Open1098.62079OpenAlexW2020052463MaRDI QIDQ3409022FDOQ3409022

Authors: Alain Boudou 

Publication date: 7 November 2006

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880600822499

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zbMATH Keywords

Spectral analysisTime seriesPrincipal components analysisApplicationsRandom measureStationarity

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• Time series. Data analysis and theory.
• Principal component analysis for a stationary random function defined on a locally compact abelian group

Cited In (1)

• Centered and non-centered principal component analyses in the frequency domain

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