Statistical Reconstruction of Multivariate Time Series

DOI10.1109/TSP.1993.193177zbMATH Open0850.62683OpenAlexW2146523297MaRDI QIDQ4034656FDOQ4034656

Maciej Niedźwiecki

Publication date: 16 May 1993

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.1993.193177

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cited In (2)

• A simulation study on vector arma processes with nonstationary innovation:a new approach to identification
• On adaptive covariance and spectrum estimation of locally stationary multivariate processes

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