Modeling temporally uncorrelated components of complex-valued stationary processes
DOI10.15559/21-VMSTA190zbMath1478.62121arXiv2003.04199OpenAlexW3212299041MaRDI QIDQ2068984
Lauri Viitasaari, Pauliina Ilmonen, Niko Lietzén
Publication date: 20 January 2022
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.04199
blind source separationmultivariate analysisasymptotic theorynoncentral limit theoremslong-range dependency
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Uses Software
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