Large-sample properties of non-stationary source separation for Gaussian signals
From MaRDI portal
Publication:6597248
Cites work
- A Gaussian inequality for expected absolute products
- A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics
- A general Isserlis theorem for mixed-Gaussian random variables
- A review of second-order blind identification methods
- Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case
- Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
- Asymptotic and bootstrap tests for subspace dimension
- Blind separation of instantaneous mixtures of nonstationary sources
- Combining eigenvalues and variation of eigenvectors for order determination
- Deflation-based separation of uncorrelated stationary time series
- Determining the signal dimension in second order source separation
- Extracting conditionally heteroskedastic components using independent component analysis
- Fourth moments and independent component analysis
- Lie Groups, Lie Algebras, and Representations
- Maximum likelihood estimation of models for residual covariance in spatial regression
- On invariant coordinate system (ICS) functionals
- On robustifying some second order blind source separation methods for nonstationary time series
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Real Analysis and Probability
- Robustifying independent component analysis by adjusting for group-wise stationary noise
- Spatial blind source separation
- Superconcentration and related topics
- Time series: theory and methods.
This page was built for publication: Large-sample properties of non-stationary source separation for Gaussian signals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6597248)
