Evolutionary Factor Analysis of Replicated Time Series

DOI10.1111/j.1541-0420.2012.01744.xzbMath1272.62075WikidataQ43803803 ScholiaQ43803803MaRDI QIDQ4649059

Hernando Ombao, Giovanni Motta

Publication date: 19 November 2012

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1541-0420.2012.01744.x

zbMATH Keywords

electroencephalography; principal components; factor models; local stationarity

Mathematics Subject Classification ID

62P10: Applications of statistics to biology and medical sciences; meta analysis

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Cites Work

• Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
• Fitting time series models to nonstationary processes
• LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION
• A Flexible and Fast Method for Automatic Smoothing
• Locally Adaptive Bandwidth Choice for Kernel Regression Estimators
• Inferential Theory for Factor Models of Large Dimensions
• SLEX Analysis of Multivariate Nonstationary Time Series