Pages that link to "Item:Q63219"
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The following pages link to IEEE Transactions on Signal Processing (Q63219):
Displaying 50 items.
- Parameter Estimation For Multivariate Generalized Gaussian Distributions (Q63224) (← links)
- Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting (Q90169) (← links)
- Statistical Inference for the Expected Utility Portfolio in High Dimensions (Q90170) (← links)
- Variational Mode Decomposition (Q101020) (← links)
- Estimating Time-Evolving Partial Coherence Between Signals via Multivariate Locally Stationary Wavelet Processes (Q105576) (← links)
- Data-Driven Spatio-Temporal Modeling Using the Integro-Difference Equation (Q106812) (← links)
- Joint Blind Source Separation With Multivariate Gaussian Model: Algorithms and Performance Analysis (Q108205) (← links)
- Multiple Change Points Detection in Low Rank and Sparse High Dimensional Vector Autoregressive Models (Q109162) (← links)
- Deflation-Based FastICA With Adaptive Choices of Nonlinearities (Q117738) (← links)
- SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design (Q125525) (← links)
- Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions (Q125764) (← links)
- Parameter Estimation of Heavy-Tailed AR Model With Missing Data Via Stochastic EM (Q129602) (← links)
- Blind separation of instantaneous mixtures of nonstationary sources (Q133453) (← links)
- Nonorthogonal Joint Diagonalization by Combining Givens and Hyperbolic Rotations (Q133455) (← links)
- Quadratic optimization for simultaneous matrix diagonalization (Q133458) (← links)
- Multiple Change Point Analysis: Fast Implementation and Strong Consistency (Q138619) (← links)
- Sparse Portfolios for High-Dimensional Financial Index Tracking (Q144990) (← links)
- Sparse Reconstruction by Separable Approximation (Q150998) (← links)
- Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation (Q152226) (← links)
- Particle filters for partially-observed Boolean dynamical systems (Q680526) (← links)
- Estimation of continuous-time AR process parameters from discrete-time data (Q2723617) (← links)
- Analysis of the convergence properties of self-normalized source separation neural networks (Q2723618) (← links)
- The slantlet transform (Q2723619) (← links)
- Computationally efficient maximum likelihood estimation of structured covariance matrices (Q2723620) (← links)
- A new method for D-dimensional exact deconvolution (Q2723621) (← links)
- Discrete fractional Fourier transform based on orthogonal projections (Q2723622) (← links)
- On the recursive solution of the normal equations of bilateral multivariate autoregressive models (Q2723623) (← links)
- On computing the 2-D FFT (Q2723624) (← links)
- Estimation of fractional Brownian motion with multiresolution Kalman filter banks (Q2723625) (← links)
- On computation of the discrete W transform (Q2723626) (← links)
- Maximum likelihood estimation, analysis, and applications of exponential polynomial signals (Q2723627) (← links)
- Positive-definite Toeplitz completion in DOA estimation for nonuniform linear antenna arrays. II. Partially augmentable arrays (Q2723628) (← links)
- Matching wavelet packets to Gaussian random processes (Q2723630) (← links)
- Interpolating multiwavelet bases and the sampling theorem (Q2723631) (← links)
- Parameter estimation of 2-D random amplitude polynomial-phase signals (Q2723632) (← links)
- On a condition of higher order spectra factorization (Q2723633) (← links)
- Polynomial phase signal analysis based on the polynomial derivatives decompositions (Q2723634) (← links)
- One- and two-dimensional constant geometry fast cosine transform algorithms and architectures (Q2723637) (← links)
- On the Wold decomposition of discrete-time cyclostationary processes (Q2723638) (← links)
- The continuous wavelet transform as a maximum entropy solution of the corresponding inverse problem (Q2723639) (← links)
- Multidimensional polynomial transform algorithm for multidimensional discrete W transform (Q2723640) (← links)
- A rank test based approach to order estimation. I. 2-D AR models application (Q2723642) (← links)
- Two-dimensional autoregressive (2-D AR) model order estimation (Q2723643) (← links)
- New properties of the Radon transform of the cross Wigner/ambiguity distribution function (Q2723645) (← links)
- Density function approximation using reduced sufficient statistics for joint estimation of linear and nonlinear parameters (Q2723646) (← links)
- The evanescent field transform for estimating the parameters of homogeneous random fields with mixed spectral distributions (Q2723647) (← links)
- Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets (Q2723648) (← links)
- Fourier series based nonminimum phase model for statistical signal processing (Q2723649) (← links)
- Robust H/sub 2/ filtering for uncertain systems with measurable inputs (Q2723650) (← links)
- On the duality between the fast transversal and the fast QRD adaptive least squares algorithms (Q2723651) (← links)
