Locally stationary covariance and signal estimation with macrotiles

DOI10.1109/TSP.2002.808116zbMATH Open1369.94132MaRDI QIDQ5353752FDOQ5353752

David Donoho, Stéphane Mallat, Yann Samuelides, Rainer von Sachs

Publication date: 8 September 2017

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

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (3)

• Statistical analysis of financial time series under the assumption of local stationarity
• A Mathematical Motivation for Complex-Valued Convolutional Networks
• Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting

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