L’analyse en composantes principales de variables non stationnaires

DOI10.4000/MSH.12117zbMATH Open1288.62100OpenAlexW2317367815MaRDI QIDQ5412512

Philippe Casin, François Marque, Christine Stachowiak

Publication date: 25 April 2014

Published in: Mathématiques et sciences humaines (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4000/msh.12117

zbMATH Keywords

cointegrationprincipal components analysisnonstationary variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Economic time series analysis (91B84)

Related Items (3)

Principal Component Analysis for Non-Precise Data ⋮ Principal component analysis for non-stationary time series based on detrended cross-correlation analysis ⋮ Principal Components Analysis of a Cyclostationary Random Function

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