Toeplitz and Hankel kernels for estimating time-varying spectra of discrete-time random processes

DOI10.1109/78.890359MaRDI QIDQ5353516zbMATH OpenOpenAlexFDO

Authors Louis L. Scharf, Benjamin Friedlander

Publication date 8 September 2017

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

Full work available at URL https://semanticscholar.org/paper/bdadc0fcd423c932160dc171fe13863b490480dc

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(4)

• Kernel autocorrelogram for time-deformed processes
• The Dependence of Spike Field Coherence on Expected Intensity
• Comment on ``The \(T\)-class of time-frequency distributions: time-only kernels with amplitude estimation
• Signal adaptive system for space/spatial-frequency analysis

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