Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices (Q2157509)

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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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