Singular Spectrum Analysis Based on the Minimum Variance Estimator.

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Hassani, H., 2009. Singular Spectrum Analysis Based on the Minimum Variance Estimator. Nonlinear Analysis: Real World Applications, 11 (3), pp. 2065-2077.

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DOI: 10.1016/j.nonrwa.2009.05.009


Item Type:Article
ISSN:1468-1218
Subjects:Social Sciences > Economics
Social Sciences > Finance and Financial Economics
Science > Mathematics
Group:Business School
ID Code:19782
Deposited By:Dr Hossein Hassani
Deposited On:03 Apr 2012 16:32
Last Modified:07 Mar 2013 15:54
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