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A robust alternative for the estimation of autocovariance from the frequency domain for multivariate processes

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1
2
Higor Cotta
  • Function : Author
Laboratoire des signaux et systèmes
Valderio A. Reisen
  • Function : Author
Universidade Federal do Espirito Santo
Pascal Bondon
Laboratoire des signaux et systèmes
CV
Céline Lévy-Leduc
CV

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Statistics [stat] Statistics Theory [stat.TH]

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https://hal-centralesupelec.archives-ouvertes.fr/hal-01886240

Submitted on : Tuesday, October 2, 2018-5:01:06 PM

Last modification on : Saturday, June 25, 2022-10:33:39 PM

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hal-01886240 , version 1 (02-10-2018)

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  • HAL Id : hal-01886240 , version 1

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Higor Cotta, Valderio A. Reisen, Pascal Bondon, Céline Lévy-Leduc. A robust alternative for the estimation of autocovariance from the frequency domain for multivariate processes. International Work-Conference on Time Series, Sep 2018, Granada, Spain. pp.1011 - 1012. ⟨hal-01886240⟩

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