Media type: E-Book Title: Optimal dimension reduction for high-dimensional and functional time series Contributor: Hallin, Marc [VerfasserIn]; Hörmann, Siegfried [VerfasserIn]; Lippi, Marco [VerfasserIn] imprint: Brussels, Belgium: ECARES, November 2017 Published in: European Center for Advanced Research in Economics and Statistics: ECARES working paper ; 2017,39 Extent: 1 Online-Ressource (circa 19 Seiten); Illustrationen Language: English Identifier: Keywords: dimension reduction ; time series ; principal components ; functional principal components ; dynamic principal components ; Karhunen-Loève expansion ; Arbeitspapier Origination: Footnote: Access State: Open Access