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Dynamic principal component analysis with missing values - MaRDI portal

Dynamic principal component analysis with missing values (Q5861402)

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scientific article; zbMATH DE number 7482643
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English
Dynamic principal component analysis with missing values
scientific article; zbMATH DE number 7482643

    Statements

    title
    Dynamic principal component analysis with missing values (English)
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    author
    Junhyeon Kwon
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    Hee-Seok Oh
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    Yaeji Lim
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    publication date
    1 March 2022
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    zbMATH Keywords
    dynamic principal component analysis
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    spectral density matrix
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    missing problem
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    frequency domain principal component analysis
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    dynamic factor model
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    Identifiers

    zbMATH DE Number
    7482643
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    OpenAlex ID
    W2992324966
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