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University proceedings. Volga region. Physical and mathematical sciences, 2009, Issue 1, Pages 134–138 (Mi ivpnz677)  
Singular spectral analysis of correlation functions of nonequidistant time series

A. I. Stankevich

Samara State Aerospace University Named by Academician S. P. Korolyov, Samara
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Abstract: Application of singular spectrum analysis to autocorrelations of unevelly spaced time series is considered. A significant improvement of autocorrelation estimation is shown by imitation modeling.
Keywords: unevenly spaced time series, stochastic processes, autocorrelation, singular spectrum analysis.
UDC: 681.518.3
Language: Russian
Citation: A. I. Stankevich, “Singular spectral analysis of correlation functions of nonequidistant time series”, University proceedings. Volga region. Physical and mathematical sciences, 2009, no. 1, 134–138
Citation in format AMSBIB
\Bibitem{Sta09}
\by A.~I.~Stankevich
\paper Singular spectral analysis of correlation functions of nonequidistant time series
\jour University proceedings. Volga region. Physical and mathematical sciences
\yr 2009
\issue 1
\pages 134--138
\mathnet{http://mi.mathnet.ru/ivpnz677}
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