On Kronecker and Linearly Structured Covariance Matrix Estimation

DOI10.1109/TSP.2014.2298834MaRDI QIDQ4579078zbMATH OpenDBLPWikidataFDO

Authors Petter Wirfält, Magnus Jansson

Publication date 22 August 2018

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

Full work available at URL https://doi.org/10.1109/TSP.2014.2298834

Mathematics Subject Classification ID

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

Cited in

(6)

• Inference for time-varying signals using locally stationary processes
• Covariance estimation via sparse Kronecker structures
• JADE for Tensor-Valued Observations
• scientific article; zbMATH DE number 5072380 (Why is no real title available?)
• ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM
• Projection-based estimators for matrix/tensor-valued data

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