On adaptive covariance and spectrum estimation of locally stationary multivariate processes (Q2409117)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On adaptive covariance and spectrum estimation of locally stationary multivariate processes |
scientific article |
Statements
On adaptive covariance and spectrum estimation of locally stationary multivariate processes (English)
0 references
11 October 2017
0 references
identification of nonstationary processes
0 references
determination of estimation bandwidth
0 references
model order selection
0 references
0 references
0 references
0 references