Locally stationary covariance and signal estimation with macrotiles

DOI10.1109/TSP.2002.808116MaRDI QIDQ5353752zbMATHFDO

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

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
• Locally stationary wavelet packet processes: basis selection and model fitting
• A mathematical motivation for complex-valued convolutional networks

This page was built for publication: Locally stationary covariance and signal estimation with macrotiles

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5353752)