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

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https://hal-centralesupelec.archives-ouvertes.fr/hal-01578459
Contributor : Pascal Bondon Connect in order to contact the contributor
Submitted on : Tuesday, August 29, 2017 - 11:36:12 AM
Last modification on : Thursday, October 6, 2022 - 10:34:05 AM

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  • HAL Id : hal-01578459, version 1

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Higor Cotta, Valderio A. 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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