A semiparametric covariance estimator immune to arbitrary signal drift

DOI10.4036/IIS.2013.35MaRDI QIDQ5417536zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cited in

(1)

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

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