Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices (Q2157509)
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English | Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices |
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Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices (English)
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22 July 2022
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multivariate nonstationary time series
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time-varying spectral matrix estimation
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Hermitian positive definite matrices
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surface wavelet transform
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Riemannian manifold
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affine-invariant metric
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