Overview
- Fills an existing gap in the market
- Details the theoretical aspects underlying SSA
- Uniquely allows the user to apply the theory in practice using R software (which is freely available)
Part of the book series: Palgrave Advanced Texts in Econometrics (PATEC)
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Table of contents (4 chapters)
Keywords
About this book
Reviews
Authors and Affiliations
About the authors
Dr. Rahim Mahmoudvand is Assistant Professor at Bu-Ali Sina University, Iran. He serves as a member of the editorial board for international journals and is currently a council member of the International Society for Business and Industrial Statistics. His current research interests include singular spectrum analysis, actuarial sciences and applied statistics.
Bibliographic Information
Book Title: Singular Spectrum Analysis
Book Subtitle: Using R
Authors: Hossein Hassani, Rahim Mahmoudvand
Series Title: Palgrave Advanced Texts in Econometrics
DOI: https://doi.org/10.1057/978-1-137-40951-5
Publisher: Palgrave Pivot London
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s) 2018
Hardcover ISBN: 978-1-137-40950-8Published: 12 July 2018
eBook ISBN: 978-1-137-40951-5Published: 25 June 2018
Series ISSN: 2662-639X
Series E-ISSN: 2662-6403
Edition Number: 1
Number of Pages: XIII, 149
Number of Illustrations: 40 b/w illustrations
Topics: Economics, general