Modeling and Estimation of Covariance of Replicated Modulated Cyclical Time Series

DOI10.1109/TSP.2012.2237168zbMath1393.94646OpenAlexW2089340426MaRDI QIDQ4578517

Sofia C. Olhede, Hernando Ombao

Publication date: 22 August 2018

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

Full work available at URL: https://doi.org/10.1109/tsp.2012.2237168

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Modulation and demodulation in information and communication theory (94A14)

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