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

DOI10.1109/TSP.2006.888064zbMATH Open1391.94122OpenAlexW2118771073MaRDI QIDQ4564446FDOQ4564446

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)

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

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