Singularspektrumanalyse: Mit R (Palgrave fortgeschrittene Texte in der Ökonometrie)
56,96 €
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 the R software. The next chapters discuss the applications of SSA to change point detection, missing-data imputation, smoothing and filtering.
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