Adaptive spectral estimation for nonstationary multivariate time series (Q1659008)
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scientific article; zbMATH DE number 6918232
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Adaptive spectral estimation for nonstationary multivariate time series |
scientific article; zbMATH DE number 6918232 |
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Adaptive spectral estimation for nonstationary multivariate time series (English)
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15 August 2018
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multivariate nonstationary time series
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ship vibration
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smoothing stochastic approximation Monte Carlo
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spectral estimation
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Whittle likelihood
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0.8557587265968323
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0.8023199439048767
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0.7826667428016663
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0.7807720303535461
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