Robust estimation of covariance and correlation functions of a stationary multivariate process

Higor Cotta 1, 2 Valderio Reisen 3, 2 Pascal Bondon 1 Wolfgang Stummer 4
1 L2S - Laboratoire des signaux et systèmes
2 UFES - Universidade Federal do Espírito Santo
3 CentraleSupélec
4 University of Erlangen-Nürnberg
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Conference papers
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https://hal-centralesupelec.archives-ouvertes.fr/hal-01578459
Contributor : Pascal Bondon <>
Submitted on : Tuesday, August 29, 2017 - 11:36:12 AM
Last modification on : Friday, December 20, 2019 - 11:48:04 AM

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  • HAL Id : hal-01578459, version 1

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CENTRALESUPELEC | CNRS | L2S | SUP_LSS | SUP_SIGNAUX | UNIV-PARIS-SACLAY

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Higor Cotta, Valderio Reisen, Pascal Bondon, Wolfgang Stummer. Robust estimation of covariance and correlation functions of a stationary multivariate process. International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.47-58. ⟨hal-01578459⟩

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