Stationary subspace analysis of nonstationary covariance processes: Eigenstructure description and testing
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Academic Article
individual record
authors
publication outlet
BERNOULLI
author list (cited authors)
Sundararajan, R. R., Pipiras, V., & Pourahmadi, M.
publication date
2021
publisher
keywords
- Eigen-decomposition
- Local And Global Dimensions
- Dimension Test
- Multivariate Nonstationarity
citation count
1