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

Higor Cotta; Valderio A. Reisen; Pascal Bondon; Wolfgang Stummer

Conference papers

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

Higor Cotta ^{1, 2} Valderio A. Reisen ^{3, 2} Pascal Bondon ¹ Wolfgang Stummer ⁴

1 L2S - Laboratoire des signaux et systèmes

2 UFES - Universidade Federal do Espirito Santo

3 CentraleSupélec

4 FAU - Friedrich-Alexander Universität Erlangen-Nürnberg

Document type :

Conference papers

Domain :

Statistics [stat] / Statistics Theory [stat.TH]

Engineering Sciences [physics] / Signal and Image processing

Sciences of the Universe [physics]

Complete list of metadata

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

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

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

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