Multivariate series noise reduction via sequential majorization method and its extensions

MaRDI QIDQ5045882zbMATH OpenFDO

Authors Aoxiang Chen, Qing-Na Li

Publication date 7 November 2022

Full work available at URL http://yokohamapublishers.jp/online2/oppjo/vol18/p545.html

zbMATH Keywords

Hankel matrixmultivariate analysissignal extractionweak signal recovery

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Numerical methods for low-rank matrix approximation; matrix compression (65F55) Numerical optimization and variational techniques (65K10)

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