A sequential majorization method for approximating weighted time series of finite rank
type: Item
instance of: scholarly article
title: A sequential majorization method for approximating weighted time series of finite rank
author: Houduo Qi
author: J. Shen
author: Naihua Xiu
published in: Statistics and Its Interface
publication date: 2018-09-27T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62P99
zbMATH DE Number: 6944671
zbMATH Keywords: singular spectrum analysis
zbMATH Keywords: time series of finite rank
zbMATH Keywords: Hankel matrix
zbMATH Keywords: majorization method
zbMATH Keywords: alternating projection
MaRDI profile type: Publication
Wikidata QID: Q129216895
DOI: 10.4310/SII.2018.V11.N4.A6
description: scientific article; zbMATH DE number 6944671