Stationary subspace analysis based on second-order statistics
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Publication:6049301
DOI10.1016/j.cam.2023.115379arXiv2103.06148OpenAlexW3134405815WikidataQ122259856 ScholiaQ122259856MaRDI QIDQ6049301
Sara Taskinen, Lea Flumian, Markus Matilainen, Klaus Nordhausen
Publication date: 15 September 2023
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.06148
autocorrelationmultivariate time seriessupervised dimension reductionjoint diagonalizationsecond-order stationary
Inference from stochastic processes (62Mxx) Multivariate analysis (62Hxx) Nonparametric inference (62Gxx)
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