Dynamic Functional Principal Components
From MaRDI portal
Publication:5378118
DOI10.1111/rssb.12076zbMath1414.62133arXiv1210.7192MaRDI QIDQ5378118
Marc Hallin, Siegfried Hörmann, Łukasz Kidziński
Publication date: 12 June 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.7192
dimension reduction; principal components; frequency domain analysis; functional data analysis; functional time series; Karhunen-Loève expansion; functional spectral analysis
62G08: Nonparametric regression and quantile regression
62H25: Factor analysis and principal components; correspondence analysis
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