On proximity between PCA in the frequency domain and usual PCA

DOI10.1080/02331880600822499MaRDI QIDQ3409022zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1447423 (Why is no real title available?)
• Principal component analysis for a stationary random function defined on a locally compact abelian group
• Time series. Data analysis and theory.

Cited in

(1)

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

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