Shrinkage-to-Tapering Estimation of Large Covariance Matrices
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Publication:4574100
DOI10.1109/TSP.2012.2210546zbMath1393.94193WikidataQ60767174 ScholiaQ60767174MaRDI QIDQ4574100
Z. Jane Wang, Xiaohui Chen, Martin J. McKeown
Publication date: 18 July 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
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