On robustifying some second order blind source separation methods for nonstationary time series

DOI10.1007/s00362-012-0487-5zbMath1308.62176OpenAlexW2085241944WikidataQ109772929 ScholiaQ109772929MaRDI QIDQ2442675

Klaus Nordhausen

Publication date: 1 April 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-012-0487-5

zbMATH Keywords

robustnesstime seriesblind source separationnonstationarityjoint diagonalisation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Biomedical imaging and signal processing (92C55)

Related Items (4)

Unnamed Item ⋮ Stationary subspace analysis based on second-order statistics ⋮ Separation of Uncorrelated Stationary time series using Autocovariance Matrices ⋮ On the usage of joint diagonalization in multivariate statistics

Uses Software

• R
• ICSNP
• FastICA
• ICS
• fGarch
• JADE
• ICALAB

Cites Work

• Deflation-based separation of uncorrelated stationary time series
• Statistical properties of a blind source separation estimator for stationary time series
• A practical affine equivariant multivariate median
• Blind separation of instantaneous mixtures of nonstationary sources
• Robust Statistics

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