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Principal component analysis of periodically correlated functional time series (Q153270)

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scientific article; zbMATH DE number 6901888
  • Principal Components Analysis of Periodically Correlated Functional Time Series
Language Label Description Also known as
English
Principal component analysis of periodically correlated functional time series
scientific article; zbMATH DE number 6901888
  • Principal Components Analysis of Periodically Correlated Functional Time Series

Statements

publication date
30 November 2016
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11 July 2018
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arXiv classification
stat.ME
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author
Łukasz Kidziński
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Piotr Kokoszka
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Neda Jouzdani
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Łukasz Kidziński
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Piotr Kokoszka
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title
Principal Components Analysis of Periodically Correlated Functional Time Series (English)
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zbMATH Keywords
functional time series
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periodically correlated time series
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principal components
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spectral analysis
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Identifiers

arXiv ID
1612.00040
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Mathematics Subject Classification ID
62M10
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62H25
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62M15
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62G20
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62G05
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zbMATH DE Number
6901888
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OpenAlex ID
W2557591819
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