Stationary subspace analysis of nonstationary covariance processes: Eigenstructure description and testing Academic Article

authors

• Pourahmadi, Mohsen

published proceedings

• BERNOULLI

author list (cited authors)

• Sundararajan, R. R., Pipiras, V., & Pourahmadi, M.

citation count

• 1

complete list of authors

• Sundararajan, Raanju R||Pipiras, Vladas||Pourahmadi, Mohsen

publication date

• February 2021

publisher

• Bernoulli Society for Mathematical Statistics and Probability  Publisher

published in

• Bernoulli: a journal of mathematical statistics and probability  Journal

keywords

• Dimension Test
• Eigen-decomposition
• Local And Global Dimensions
• Multivariate Nonstationarity

Digital Object Identifier (DOI)

• 10.3150/20-BEJ1243

start page

• 381

end page

• 418

volume

• 27

issue

• 1

URL

• http://dx.doi.org/10.3150/20-bej1243