A Semiparametric Covariance Estimator Immune to Arbitrary Signal Drift

DOI10.4036/iis.2013.35zbMath1288.62030OpenAlexW2333455746MaRDI QIDQ5417536

Keiji Miura

Publication date: 21 May 2014

Published in: Interdisciplinary Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4036/iis.2013.35

zbMATH Keywords

time seriessemiparametric modelsinformation geometrymultivariate normal distributioncross correlation dunction

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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