scientific article; zbMATH DE number 6951453

zbMath1397.62331MaRDI QIDQ4687075

Johan H. de Klerk

Publication date: 10 October 2018

Full work available at URL: https://hdl.handle.net/10520/EJC168306

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

zbMATH Keywords

Hankel matrixrobust principal component analysissingular spectrum analysisconvex hull peelingoutlier maps

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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