Principal component analysis for second-order stationary vector time series

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Publication:82525

DOI10.1214/17-aos1613zbMath1454.62255arXiv1410.2323MaRDI QIDQ82525

Bin Guo, Qiwei Yao, Jinyuan Chang, Jinyuan Chang, Qiwei Yao, Bin Guo

Publication date: 1 October 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.2323



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