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