Multivariate posterior singular spectrum analysis
type: Item
instance of: scholarly article
title: Multivariate posterior singular spectrum analysis
zbMATH Open document ID: 1384.62296
author: Ilkka Launonen
author: Lasse Holmström
published in: Statistical Methods and Applications
publication date: 2018-02-20T00:00:00Z
full work available at URL: urn:nbn:fi-fe2019041011866
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P12
zbMATH DE Number: 6841378
zbMATH Keywords: time series
zbMATH Keywords: SSA
zbMATH Keywords: Bayesian inference
zbMATH Keywords: multivariate
zbMATH Keywords: climate index
describes a project that uses: Rssa
describes a project that uses: CaterpillarSSA
MaRDI profile type: Publication
OpenAlex ID: W2539472845
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cites work: Singular spectrum analysis based on the perturbation theory
cites work: Posterior singular spectrum analysis
cites work: Computation- and space-efficient implementation of SSA
DOI: 10.1007/S10260-016-0372-9
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description: scientific article; zbMATH DE number 6841378