scientific article; zbMATH DE number 7339828

zbMath1464.62227arXiv1808.10669MaRDI QIDQ4986365

Joni Virta, Klaus Nordhausen

Publication date: 27 April 2021

Full work available at URL: https://arxiv.org/abs/1808.10669

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

blind source separationwhite noiseasymptotic testsecond-order blind identificationsecond-order stationaritychisquare distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03) White noise theory (60H40)

Related Items (1)

Stationary subspace analysis based on second-order statistics

Uses Software

• R
• JADE
• BSSasymp
• tsBSS

Cites Work

• Principal component analysis for second-order stationary vector time series
• Deflation-based separation of uncorrelated stationary time series
• Statistical properties of a blind source separation estimator for stationary time series
• Separation of Uncorrelated Stationary time series using Autocovariance Matrices
• Handbook of Financial Time Series
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
• Combining eigenvalues and variation of eigenvectors for order determination

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