A sequential majorization method for approximating weighted time series of finite rank
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Publication:1784720
DOI10.4310/SII.2018.v11.n4.a6WikidataQ129216895 ScholiaQ129216895MaRDI QIDQ1784720
Hou-Duo Qi, Jian Shen, Nai-Hua Xiu
Publication date: 27 September 2018
Published in: Statistics and Its Interface (Search for Journal in Brave)
Hankel matrixalternating projectionsingular spectrum analysismajorization methodtime series of finite rank
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics (62P99)
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