Tous les ebooks de la collection Palgrave Advanced Texts in Econometrics

Singular Spectrum Analysis

Hossein Hassani , Rahim Mahmoudvand

This book provides a broad introduction to computational aspects of Singular Spectrum Analysis (SSA) which is a non-parametric technique and requires no prior assumptions such as stationarity, normality or linearity of the series.This book is unique as it not only...

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