Sparse principal component analysis for high‐dimensional stationary time series (Q6140347)
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scientific article; zbMATH DE number 7782068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse principal component analysis for high‐dimensional stationary time series |
scientific article; zbMATH DE number 7782068 |
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Sparse principal component analysis for high‐dimensional stationary time series (English)
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2 January 2024
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high-dimensional statistics
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multivariate stationary process
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principal component analysis
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sample covariance matrix
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sparse estimation
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