EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues

Fotis Papailias, Dimitrios Thomakos

Research output: Contribution to journalArticlepeer-review

12 Citations (Scopus)

Fingerprint

Dive into the research topics of 'EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance