Stationary subspace analysis of nonstationary processes

DOI10.1111/JTSA.12274zbMath1392.62277OpenAlexW2773492866MaRDI QIDQ4640223

Raanju R. Sundararajan, Mohsen Pourahmadi

Publication date: 16 May 2018

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

Full work available at URL: https://doi.org/10.1111/jtsa.12274

zbMATH Keywords

consistencydiscrete Fourier transformmultivariate time seriessecond-order stationaryEEG data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and spectral analysis (62M15)

Related Items (4)

Stationary subspace analysis based on second-order statistics ⋮ Graphical models for nonstationary time series ⋮ Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing ⋮ Cotrending: testing for common deterministic trends in varying means model

This page was built for publication: Stationary subspace analysis of nonstationary processes