Common singular spectrum analysis of several time series
type: Item
instance of: scholarly article
title: Common singular spectrum analysis of several time series
zbMATH Open document ID: 1353.62104
author: J. Blot
published in: Journal of Statistical Planning and Inference
publication date: 2009-11-13T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 5632738
zbMATH Keywords: hierachical selection
zbMATH Keywords: singular spectrum analysis
zbMATH Keywords: singular value decomposition
zbMATH Keywords: common principal components
describes a project that uses: CaterpillarSSA
MaRDI profile type: Publication
full work available at URL: j.jspi.2009.07.009
OpenAlex ID: W2088308185
cites work: Extracting qualitative dynamics from experimental data
cites work: Q4323455
cites work: Mapping the channels of communication between the tropics and higher latitudes in the atmosphere
cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing
cites work: Q3994761
cites work: An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
cites work: Analysis of time series structure. SSA and related techniques
cites work: Statistical analysis of cointegration vectors
cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
cites work: Q3393449
DOI: 10.1016/J.JSPI.2009.07.009
description: scientific article; zbMATH DE number 5632738