View in EDS HTML Full Text PDF Full Text

Separation of Uncorrelated Stationary time series using Autocovariance Matrices.

Saved in:
Bibliographic Details
Title: Separation of Uncorrelated Stationary time series using Autocovariance Matrices.
Authors: Miettinen, Jari1, Illner, Katrin2, Nordhausen, Klaus3, Oja, Hannu3, Taskinen, Sara1, Theis, Fabian J.4
Source: Journal of Time Series Analysis. May2016, Vol. 37 Issue 3, p337-354. 18p.
Database: Academic Search Ultimate
Full text is not displayed to guests.
Be the first to leave a comment!
You must be logged in first