On Kronecker and Linearly Structured Covariance Matrix Estimation

DOI10.1109/TSP.2014.2298834zbMATH Open1394.94637DBLPjournals/tsp/WirfaltJ14WikidataQ62585881 ScholiaQ62585881MaRDI QIDQ4579078FDOQ4579078

Authors: Petter Wirfält, Magnus Jansson 

Publication date: 22 August 2018

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

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (5)

• Title not available (Why is that?)
• Inference for time-varying signals using locally stationary processes
• Covariance estimation via sparse Kronecker structures
• ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM
• JADE for Tensor-Valued Observations

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