Vector Time-Frequency AR Models for Nonstationary Multivariate Random Processes

DOI10.1109/TSP.2009.2026600MaRDI QIDQ4569997zbMATH OpenFDO

Authors Michael Jachan, Gerald Matz, Franz Hlawatsch

Publication date 9 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2009.2026600

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(2)

• The Cepstral Model for Multivariate Time Series: The Vector Exponential Model
• Time-Frequency ARMA Models and Parameter Estimators for Underspread Nonstationary Random Processes

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