Toeplitz and Hankel kernels for estimating time-varying spectra of discrete-time random processes

DOI10.1109/78.890359zbMath1369.62238OpenAlexW2122006090MaRDI QIDQ5353516

Louis L. Scharf, Benjamin Friedlander

Publication date: 8 September 2017

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

Full work available at URL: https://semanticscholar.org/paper/bdadc0fcd423c932160dc171fe13863b490480dc

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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