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Principal component analysis for second-order stationary vector time series (2018)

First Author: Chang J

Attributed to: Modelling Vast Time Series: Sparsity and Segmentation funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/17-aos1613

Publication URI: http://dx.doi.org/10.1214/17-aos1613

Type: Journal Article/Review

Parent Publication: The Annals of Statistics

Issue: 5