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  • Search: subject:"eigenvalue methods"
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Year of publication
Subject
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autoregressive methods 2 dynamic harmonic regression 2 eigenvalue methods 2 Adaptive subspace tracking 1 Eigenvalue methods 1 Grassmann manifolds 1 Mixed spectrum 1 Newton algorithm 1 Riemannian metrics 1 data snooping 1 data snooping: multiple forecast comparisons 1 mixed spectrum 1 multiple forecast comparisons 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Book / Working Paper 2 Article 1
Language
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Undetermined 3
Author
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Hoffmann, Mathias 2 Artis, Michael 1 Artis, Michael J 1 Baumann, M. 1 Clavel, Jose Garcia 1 Clavel, José G. 1 Helmke, U. 1 Nachane, Dilip 1 Nachane, Dilip M 1
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Institution
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C.E.P.R. Discussion Papers 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1
Published in...
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CEPR Discussion Papers 1 IEW - Working Papers 1 Mathematics and Computers in Simulation (MATCOM) 1
Source
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RePEc 3
Showing 1 - 3 of 3
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Harmonic Regression Models: A Comparative Review with Applications.
Artis, Michael; Clavel, José G.; Hoffmann, Mathias; … - Institut für Volkswirtschaftslehre, … - 2007
Strongly periodic series occur frequently in many disciplines. This paper reviews one specific approach to analyzing such series viz. the harmonic regression approach. In this paper the five major methods suggested under this approach are critically reviewed and compared, and their empirical...
Persistent link: https://www.econbiz.de/10005463539
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A time-varying Newton algorithm for adaptive subspace tracking
Baumann, M.; Helmke, U. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 4, pp. 1324-1345
We propose a general framework for tracking the zeros of a time-varying gradient vector field on Riemannian manifolds. Thus, a differential equation, called the time-varying Newton flow, is introduced, whose solutions asymptotically converge to a time-varying family of critical points of the...
Persistent link: https://www.econbiz.de/10010748911
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Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications
Artis, Michael J; Clavel, Jose Garcia; Hoffmann, Mathias; … - C.E.P.R. Discussion Papers - 2007
Strongly periodic series occur frequently in many disciplines. This paper reviews one specific approach to analyzing such series viz. the harmonic regression approach. In this paper, the five major methods suggested under this approach are critically reviewed and compared, and their empirical...
Persistent link: https://www.econbiz.de/10005504395
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