Time-Varying Autoregressive (TVAR) Models for Multiple Radar Observations

DOI10.1109/TSP.2006.888064MaRDI QIDQ4564446zbMATH OpenOpenAlexFDO

Authors Yuri I. Abramovich, Nicholas K. Spencer, Michael D. E. Turley

Publication date 12 June 2018

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

Full work available at URL https://doi.org/10.1109/tsp.2006.888064

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(5)

• Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
• Limited memory BFGS method for least squares semidefinite programming with banded structure
• Distributed maximum a posteriori estimation under non-stationary condition
• A quasi-Bayesian local likelihood approach to time varying parameter VAR models
• Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method

This page was built for publication: Time-Varying Autoregressive (TVAR) Models for Multiple Radar Observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4564446)