Marginal Dynamic Karhunen–Loève Expansion

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A frequency-domain expansion technique for multivariate functional time series used to derive optimal functional filters by integrating individual spectral densities.

Why It Matters

This expansion is the core mathematical tool used to derive the spectral operator and optimal functional filters.

Evidence

a novel frequency-domain framework based on a marginal dynamic Karhunen—Loève expansion

Related Papers

• openalex-2603.22719-a-frequency-domain-approach-for-integrating-multiple-functio