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Principal component analysis for a stationary random function defined on a locally compact abelian group - MaRDI portal

Principal component analysis for a stationary random function defined on a locally compact abelian group (Q1340275)

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scientific article; zbMATH DE number 701302
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English
Principal component analysis for a stationary random function defined on a locally compact abelian group
scientific article; zbMATH DE number 701302

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    Principal component analysis for a stationary random function defined on a locally compact abelian group (English)
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    1 March 1995
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    principal component analysis
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    canonical analysis
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    stationary random function
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    frequency domain
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    Hilbert space
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    random measure
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    locally compact abelian group
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