Optimal dimension reduction for high-dimensional and functional time series (Q1656851)

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scientific article; zbMATH DE number 6916517
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English
Optimal dimension reduction for high-dimensional and functional time series
scientific article; zbMATH DE number 6916517

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    Optimal dimension reduction for high-dimensional and functional time series (English)
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    10 August 2018
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    dimension reduction
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    time series
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    principal components
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    functional principal components
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    dynamic principal components
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    Karhunen-Loève expansion
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