Dynamic Functional Principal Components
From MaRDI portal
Publication:5378118
DOI10.1111/rssb.12076zbMath1414.62133arXiv1210.7192OpenAlexW2033728423MaRDI QIDQ5378118
Marc Hallin, Łukasz Kidziński, Siegfried Hörmann
Publication date: 12 June 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.7192
dimension reductionprincipal componentsfrequency domain analysisfunctional data analysisfunctional time seriesKarhunen-Loève expansionfunctional spectral analysis
Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25)
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