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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...

Editeur : Palgrave Pivot
Parution : 2018-06-25
Collection : Palgrave Advanced Texts in Econometrics
PDF, ePub

63,29 €