Stationary subspace analysis of nonstationary covariance processes: Eigenstructure description and testing | Academic Article individual record
publication outlet

Bernoulli

author list (cited authors)
Sundararajan, R. R., Pipiras, V., & Pourahmadi, M.
publication date
2021
keywords
  • Eigen-decomposition
  • Local And Global Dimensions
  • Dimension Test
  • Multivariate Nonstationarity
citation count

1

identifier
509454SE
Digital Object Identifier (DOI)
start page
381
end page
418
volume
27
issue
1