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

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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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