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

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Conference papers
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https://hal-centralesupelec.archives-ouvertes.fr/hal-01886240
Contributor : Pascal Bondon <>
Submitted on : Tuesday, October 2, 2018 - 5:01:06 PM
Last modification on : Monday, July 15, 2019 - 11:30:10 AM

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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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