Vector Time-Frequency AR Models for Nonstationary Multivariate Random Processes

DOI10.1109/TSP.2009.2026600zbMath1392.94261MaRDI QIDQ4569997

Gerald Matz, Franz Hlawatsch, Michael Jachan

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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