On adaptive covariance and spectrum estimation of locally stationary multivariate processes (Q2409117)
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scientific article; zbMATH DE number 6789423
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| English | On adaptive covariance and spectrum estimation of locally stationary multivariate processes |
scientific article; zbMATH DE number 6789423 |
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On adaptive covariance and spectrum estimation of locally stationary multivariate processes (English)
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11 October 2017
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identification of nonstationary processes
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determination of estimation bandwidth
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model order selection
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0.9566908
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0.89470005
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0.8912257
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0.88811713
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0.8853855
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0.88046014
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0.8765711
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