Algebraic approach in pseudo-spectra estimation

DOI10.1007/S10958-016-3067-8MaRDI QIDQ2373971zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Approximated structured pseudospectra
• scientific article; zbMATH DE number 5769849
• Approximate Projectors in Singular Spectrum Analysis
• THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES
• Properties and computations of matrix pseudospectra

Cited in

(1)

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

This page was built for publication: Algebraic approach in pseudo-spectra estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2373971)