Adaptive wavelet domain principal component analysis for nonstationary time series (2024)

First Author: Knight M
Attributed to:  Network Stochastic Processes and Time Series (NeST) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/10618600.2023.2301069

Publication URI: http://dx.doi.org/10.1080/10618600.2023.2301069

Type: Journal Article/Review

Parent Publication: Journal of Computational and Graphical Statistics