A sequential majorization method for approximating weighted time series of finite rank (Q1784720)
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scientific article; zbMATH DE number 6944671
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sequential majorization method for approximating weighted time series of finite rank |
scientific article; zbMATH DE number 6944671 |
Statements
A sequential majorization method for approximating weighted time series of finite rank (English)
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27 September 2018
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singular spectrum analysis
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time series of finite rank
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Hankel matrix
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majorization method
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alternating projection
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