Singular Spectrum Analysis: Using R - Hossein Hassani,Rahim Mahmoudvand
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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 details the theoretical aspects underlying SSA, but also provides a comprehensive guide enabling the user to apply the theory in practice using ... Full description
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Description
More Information
| Author | Hossein Hassani, Rahim Mahmoudvand |
|---|---|
| Publisher | Palgrave Macmillan UK |
| Series | Palgrave Advanced Texts in Econometrics |
| Release year | 2018 |
| Cover type | Hardcover |
| EAN | 9781137409508 |