Multivariate posterior singular spectrum analysis (Q1697862)

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Multivariate posterior singular spectrum analysis
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    title
    Multivariate posterior singular spectrum analysis (English)
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    author
    Ilkka Launonen
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    Lasse Holmström
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    publication date
    20 February 2018
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    Mathematics Subject Classification ID
    62M15
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    62M10
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    62F15
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    62P12
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    zbMATH DE Number
    6841378
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    zbMATH Keywords
    time series
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    SSA
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    Bayesian inference
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    multivariate
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    climate index
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