Bootstrapping non-stationary and irregular time series using singular spectral analysis (Q6655922)

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scientific article; zbMATH DE number 7960952
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Bootstrapping non-stationary and irregular time series using singular spectral analysis
scientific article; zbMATH DE number 7960952

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    Bootstrapping non-stationary and irregular time series using singular spectral analysis (English)
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    27 December 2024
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    boosted-bootstrap
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    random matrix theory
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    rescaled trajectory matrix
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    smearing
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    spiked eigenvalue
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