A sequential majorization method for approximating weighted time series of finite rank (Q1784720)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sequential majorization method for approximating weighted time series of finite rank |
scientific article |
Statements
A sequential majorization method for approximating weighted time series of finite rank (English)
0 references
27 September 2018
0 references
singular spectrum analysis
0 references
time series of finite rank
0 references
Hankel matrix
0 references
majorization method
0 references
alternating projection
0 references
