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Dimension
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Mean squared error
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Reconstruction
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Signal-noise separation
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Window length
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Khan, Md Atikur Rahman
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Poskitt, D.S.
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Department of Econometrics and Business Statistics, Monash Business School
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Window Length Selection and
Signal-Noise
Separation
and Reconstruction in Singular Spectrum Analysis
Khan, Md Atikur Rahman
;
Poskitt, D.S.
-
Department of Econometrics and Business Statistics, …
-
2011
practitioner. This paper provides a theoretical analysis of
signal-noise
separation
and reconstruction in SSA that can serve as a …
Persistent link: https://www.econbiz.de/10009358469
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