Adaptive covariance estimation of locally stationary processes
نویسندگان
چکیده
منابع مشابه
Adaptive Covariance Estimation of Locally Stationary Processes St
2 Locally Stationary Processes 2 2.1 Time-varying spectrum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.2 Locally stationary processes depending on a parameter . . . . . . . . . . . . 7 2.3 Local Cosine Approximations . . . . . . . . . . . . . . . . . . . . . . . . . . 8 2.4 Pseudo-di erential Covariance Operators . . . . . . . . . . . . . . . . . . . . 11 2.5 Time-Varying Fi...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1998
ISSN: 0090-5364
DOI: 10.1214/aos/1030563977