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scientific article; zbMATH DE number 6951443 - MaRDI portal

scientific article; zbMATH DE number 6951443

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zbMath1397.62624MaRDI QIDQ4687061

Johan H. de Klerk

Publication date: 10 October 2018

Full work available at URL: https://hdl.handle.net/10520/EJC154226

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

singular value decomposition Hankel matrix singular spectrum analysis time series structure

Mathematics Subject Classification ID

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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