Detection of signals by Monte Carlo singular spectrum analysis: multiple testing

DOI10.4310/21-SII715OpenAlexW3203386501MaRDI QIDQ2172381

Nina Golyandina

Publication date: 15 September 2022

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

Full work available at URL: https://arxiv.org/abs/1903.01485

zbMATH Keywords

time seriessignal detectionmultiple testingfamily-wise error ratesingular spectrum analysis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistics (62-XX) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Time series analysis of dynamical systems (37M10)

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