Singular Spectrum Analysis and Circulant Maximum Variance Frames

DOI10.1142/S2424922X22500085WikidataQ114071549 ScholiaQ114071549MaRDI QIDQ5887324

Wolfgang Ertel, Friedhelm Schwenker, Markus Schneider, Unnamed Author

Publication date: 18 April 2023

Published in: Advances in Data Science and Adaptive Analysis (Search for Journal in Brave)

zbMATH Keywords

discrete Fourier transformToeplitz matrixHankel matrixframescirculant matrixlinear filteringspectral density estimationPCASSA

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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