Skip to Main content Skip to Navigation
Conference papers

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

Higor Cotta 1 Valderio A. Reisen 2 Pascal Bondon 1 Céline Lévy-Leduc
1 L2S - Laboratoire des signaux et systèmes
2 UFES - Universidade Federal do Espírito Santo
Document type :
Conference papers
Complete list of metadata
https://hal-centralesupelec.archives-ouvertes.fr/hal-01886240
Contributor : Pascal Bondon <>
Submitted on : Tuesday, October 2, 2018 - 5:01:06 PM
Last modification on : Wednesday, February 17, 2021 - 11:22:07 AM

Identifiers

  • HAL Id : hal-01886240, version 1

Collections

CENTRALESUPELEC | CNRS | SUP_LSS | L2S | SUP_SIGNAUX

Citation

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⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

82