Two asymptotic approaches for the exponential signal and harmonic noise in singular spectrum analysis

DOI10.4310/SII.2019.V12.N1.A5WikidataQ115481116 ScholiaQ115481116MaRDI QIDQ1624308

Elizaveta Ivanova, Vladimir Nekrutkin

Publication date: 16 November 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.08651

zbMATH Keywords

perturbation expansionasymptotic analysissignal extractionsingular spectrum analysissignal subspace methods

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Error analysis and interval analysis (65G99)

Related Items (3)

On the asymptotical separation of linear signals from harmonics by singular spectrum analysis ⋮ Remark on the accuracy of recurrent forecasting in singular spectrum analysis ⋮ Asymptotical separation of harmonics by singular spectrum analysis

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