Adaptive Covariance Estimation of Locally Stationary Processes St
نویسندگان
چکیده
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 Filtering of White Noise . . . . . . . . . . . . . . . . . . . . . 13
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