Principal component analysis of periodically correlated functional time series

DOI10.48550/ARXIV.1612.00040zbMath1416.62503arXiv1612.00040OpenAlexW2557591819MaRDI QIDQ153270

Łukasz Kidziński, Neda Jouzdani, Piotr Kokoszka, Łukasz Kidziński, Piotr S. Kokoszka, Neda Mohammadi Jouzdani

Publication date: 30 November 2016

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.00040

zbMATH Keywords

spectral analysisprincipal componentsfunctional time seriesperiodically correlated time series

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

Frequency domain theory for functional time series: variance decomposition and an invariance principle ⋮ Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes ⋮ pcdpca

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