Analyzing and forecasting financial series with singular spectral analysis
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Publication:2172582
DOI10.1515/demo-2022-0112zbMath1504.37089OpenAlexW4285106713MaRDI QIDQ2172582
Alexander Musaev, Andrey Makshanov, Dima Yu. Grigoriev
Publication date: 16 September 2022
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2022-0112
Cites Work
- Statistical theory of open systems. Vol. 1. A unified approach to kinetic description of processes in active systems. Transl. from the manuscript by A. Dobroslavsky
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- Econometric modelling of stock market intraday activity.
- Singular Spectrum Analysis with R
- Linear Statistical Inference and its Applications
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