Search Results - subject:"singular spectrum analysis"

de Carvalho, Miguel; Rodrigues, Paulo C.; Rua, António - In: Economics Letters 114 (2012) 1, pp. 32-35

In this paper we resort to singular spectrum analysis to disentangle the US GDP into several underlying components of …

Persistent link: https://www.econbiz.de/10011041861

Golyandina, Nina; Pepelyshev, Andrey; Steland, Ansgar - In: Computational Statistics & Data Analysis 56 (2012) 7, pp. 2206-2218

The application of Singular Spectrum Analysis (SSA) to the empirical distribution function sampled at a grid of points …

Persistent link: https://www.econbiz.de/10010577732

Thomakos, Dimitrios D.; Wang, Tao; Wille, Luc T. - In: Physica A: Statistical Mechanics and its Applications 312 (2002) 3, pp. 505-519

Using singular spectrum analysis (SSA), we model the realized volatility and logarithmic standard deviations of two …

Persistent link: https://www.econbiz.de/10010873540