# Principal component analysis for second-order stationary vector time series

> Research article (The Annals of Statistics, 2018) · cited 57× · AI/ML

**Wikidata**: [openalex:W2516878419](https://www.wikidata.org/wiki/openalex:W2516878419)  
**Source**: https://4ort.xyz/entity/principal-component-analysis-for-second-order-stationary-vector-time-series
