Selection of window length in singular spectrum analysis of a time series

DOI10.1007/978-3-319-96941-1_21zbMath1414.62383OpenAlexW2921870594MaRDI QIDQ2417452

V. Jothiprakash, P. Unnikrishnan

Publication date: 12 June 2019

Full work available at URL: https://doi.org/10.1007/978-3-319-96941-1_21

zbMATH Keywords

time seriesspectrum analysissingular spectrum analysis (SSA)

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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