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Dynamic Functional Principal Components - MaRDI portal

Dynamic Functional Principal Components (Q5378118)

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scientific article; zbMATH DE number 7064938
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Dynamic Functional Principal Components
scientific article; zbMATH DE number 7064938

    Statements

    title
    Dynamic Functional Principal Components (English)
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    DOI
    10.1111/rssb.12076
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    author
    Siegfried Hörmann
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    Łukasz Kidziński
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    Marc Hallin
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    publication date
    12 June 2019
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    zbMATH DE Number
    7064938
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    zbMATH Keywords
    dimension reduction
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    frequency domain analysis
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    functional data analysis
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    functional spectral analysis
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    functional time series
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    Karhunen-Loève expansion
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    principal components
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    OpenAlex ID
    W2033728423
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    arXiv ID
    1210.7192
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