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

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Statistics [stat] Statistics Theory [stat.TH] Engineering Sciences [physics] Signal and Image processing Sciences of the Universe [physics]

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Submitted on : Tuesday, August 29, 2017-11:36:12 AM

Last modification on : Friday, March 24, 2023-2:53:05 PM

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hal-01578459 , version 1 (29-08-2017)

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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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CNRS SUP_LSS SUP_SIGNAUX CENTRALESUPELEC UNIV-PARIS-SACLAY GS-ENGINEERING GS-COMPUTER-SCIENCE
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