Login / Signup
Adaptive spectral estimation for nonstationary multivariate time series.
Shibin Zhang
Published in:
Comput. Stat. Data Anal. (2016)
Keyphrases
</>
non stationary
multivariate time series
spectral estimation
autoregressive
minimum variance
financial time series
power spectrum
random fields
categorical data
temporal patterns
temporal data
signal processing
dimension reduction
stock price
machine learning
image reconstruction