Algebraic approach in pseudo-spectra estimation

DOI10.1007/S10958-016-3067-8zbMATH Open1357.62277OpenAlexW2526730789MaRDI QIDQ2373971FDOQ2373971

Authors: Alexander Milnikov, A. I. Prangishvili 

Publication date: 14 December 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-016-3067-8

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zbMATH Keywords

time seriesalgebraic approachadditive white noiseperiodical deterministic componentspseudo-spectra estimation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) White noise theory (60H40)

Cited In (1)

• Analysis of the spectrum generating algebra method for obtaining energy spectra

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