Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series

Stochastic Processes and their Applications

Volumn 123, Issue 7, 2013, Pages 2779-2807

  Panaretos, Victor M ^a   Tavakoli, Shahin ^a  

^a EPFL   (Switzerland)

Author keywords

Cumulants; Discrete Fourier transform; Functional data analysis; Functional principal components; Mixing; Spectral density operator; Spectral representation

Indexed keywords

DISCRETE FOURIER TRANSFORMS; EIGENVALUES AND EIGENFUNCTIONS; MIXING; SPECTRAL DENSITY; TIME SERIES; TIME SERIES ANALYSIS;

CUMULANTS; FINITE-DIMENSIONAL REDUCTIONS; FUNCTIONAL DATA ANALYSIS; FUNCTIONAL TIME SERIES; PRINCIPAL COMPONENTS; SPECTRAL DENSITY MATRIX; SPECTRAL REPRESENTATIONS; STRUCTURAL ASSUMPTION;

PRINCIPAL COMPONENT ANALYSIS;

EID: 84885037860     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2013.03.015     Document Type: Article

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