Principal Component Analysis for Second-Order Stationary Vector Time Series
LSE Research Online Documents on Economics（2018）
关键词
alpha-mixing,autocorrelation,cross-correlation,dimension reduction,eigenanalysis,high-dimensional time series,weak stationarity
AI 理解论文
溯源树
样例
生成溯源树，研究论文发展脉络
Chat Paper
正在生成论文摘要