A review on singular spectrum analysis for economic and financial time series

DOI10.4310/SII.2010.v3.n3.a11zbMath1245.91078MaRDI QIDQ440238

Hossein Hassani, Dimitrios D. Thomakos

Publication date: 18 August 2012

Published in: Statistics and Its Interface (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84)

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