Singular spectrum analysis for time series: Introduction to this special issue

DOI10.4310/SII.2010.V3.N3.A1zbMath1245.62114OpenAlexW1998716437MaRDI QIDQ440222

Anatoly A. Zhigljavsky

Publication date: 18 August 2012

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

Full work available at URL: https://doi.org/10.4310/sii.2010.v3.n3.a1

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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