Research output: Contribution to journal › Article › peer-review
Detection of a signal in a noisy time series using Monte Carlo singular spectrum analysis (MC-SSA) is studied from the statistical viewpoint. The MC-SSA test consists of simultaneous testing of several hypotheses related to the presence of different frequencies. The multiple MC-SSA test procedure is constructed to control the family-wise error rate. The technique to control both the type I and the type II errors and also to compare criteria is proposed to study several versions of MC-SSA.
Original language | English |
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Pages (from-to) | 147-157 |
Number of pages | 11 |
Journal | Statistics and its Interface |
Volume | 16 |
Issue number | 1 |
DOIs | |
State | Published - 2023 |
ID: 97648377