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Evolutionary Factor Analysis of Replicated Time Series

✍ Scribed by Giovanni Motta; Hernando Ombao


Book ID
114762200
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
970 KB
Volume
68
Category
Article
ISSN
0006-341X

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A random sample of r objects from a certain population is considered, measuring for each of them and at the same time points a stationary process Xi(t) whose spectral distribution is absolutely continuous. Each spectral density function fi(!) may be considered as a realization of a stationary proces