Optimal covariance estimation of discrete-time locally self-similar processes in time-scale and ambiguity domains

DOI10.1080/03610926.2015.1069352zbMATH Open1462.62452OpenAlexW2342990995MaRDI QIDQ5351720

Yasaman Maleki

Publication date: 30 August 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1069352

zbMATH Keywords

time-frequency analysislocally self-similar circularly symmetric Gaussian processeslocally self-similar chirp processoptimal covariance estimationscale invariant ambiguity process

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (1)

Optimal nonnegative definite approximations of estimated moving average covariance sequences

This page was built for publication: Optimal covariance estimation of discrete-time locally self-similar processes in time-scale and ambiguity domains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5351720)