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Robust autocovariance estimation from the frequency domain

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

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Submitted on : Tuesday, August 29, 2017-11:41:19 AM

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hal-01578463 , version 1 (29-08-2017)

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  • HAL Id : hal-01578463 , version 1

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Higor Cotta, Valderio A. Reisen, Pascal Bondon. Robust autocovariance estimation from the frequency domain. International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.1073-1074. ⟨hal-01578463⟩

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