Large-sample properties of non-stationary source separation for Gaussian signals
From MaRDI portal
Publication:6597248
DOI10.1214/24-EJS2252MaRDI QIDQ6597248
Christoph Muehlmann, François Bachoc, Klaus Nordhausen, Joni Virta
Publication date: 3 September 2024
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Fourth moments and independent component analysis
- Deflation-based separation of uncorrelated stationary time series
- A general Isserlis theorem for mixed-Gaussian random variables
- Time series: theory and methods.
- Asymptotic and bootstrap tests for subspace dimension
- Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case
- A Gaussian inequality for expected absolute products
- On robustifying some second order blind source separation methods for nonstationary time series
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
- Superconcentration and Related Topics
- Maximum likelihood estimation of models for residual covariance in spatial regression
- Real Analysis and Probability
- Extracting Conditionally Heteroskedastic Components using Independent Component Analysis
- Spatial blind source separation
- Lie Groups, Lie Algebras, and Representations
- Blind separation of instantaneous mixtures of nonstationary sources
- On Invariant Coordinate System (ICS) Functionals
- Combining eigenvalues and variation of eigenvectors for order determination
- A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics
- A review of second-order blind identification methods
This page was built for publication: Large-sample properties of non-stationary source separation for Gaussian signals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6597248)
