Mathematical Framework for Pseudo-Spectra of Linear Stochastic Difference Equations

DOI10.1109/TSP.2015.2469640zbMATH Open1393.39011OpenAlexW2042521457MaRDI QIDQ4580960FDOQ4580960

Marcos Bujosa, A. Bujosa, Antonio García-Ferrer

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.2015.2469640

Mathematics Subject Classification ID

Linear difference equations (39A06) Stochastic difference equations (39A50)

Cited In (1)

• Casting vector time series: algorithms for forecasting, imputation, and signal extraction

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