A semiparametric covariance estimator immune to arbitrary signal drift

DOI10.4036/IIS.2013.35zbMATH Open1288.62030OpenAlexW2333455746MaRDI QIDQ5417536FDOQ5417536

Keiji Miura

Publication date: 21 May 2014

Published in: Interdisciplinary Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4036/iis.2013.35

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zbMATH Keywords

multivariate normal distributiontime seriessemiparametric modelsinformation geometrycross correlation dunction

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (1)

• Tropical Support Vector Machines: Evaluations and Extension to Function Spaces

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