A Semiparametric Covariance Estimator Immune to Arbitrary Signal Drift (Q5417536)
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scientific article; zbMATH DE number 6297614
Language | Label | Description | Also known as |
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English | A Semiparametric Covariance Estimator Immune to Arbitrary Signal Drift |
scientific article; zbMATH DE number 6297614 |
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A Semiparametric Covariance Estimator Immune to Arbitrary Signal Drift (English)
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21 May 2014
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semiparametric models
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information geometry
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cross correlation dunction
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time series
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multivariate normal distribution
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