Minimum Variance Spectral Estimation-Based Time Frequency Analysis for Nonstationary Time-Series.

Shing-Chow Chan Z. G. Zhang Kai Man Tsui

Published in: ISCAS (2007)

Keyphrases

non stationary
minimum variance
spectral estimation
autoregressive
linear prediction
stock price
portfolio optimization
financial time series
random fields
speech signal
estimation error
power spectrum
multiscale
pattern recognition
signal processing
optimization methods