Estimating covariances of locally stationary processes: consistency of best basis methods

Proceedings of the IEEE-SP International Symposium on Time-Frequency and Time-Scale Analysis

Volumn , Issue , 1996, Pages 337-340

  Donoho, D L ^a   Mallat, S ^a   von Sachs, R ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; ESTIMATION; FOURIER TRANSFORMS; INVERSE PROBLEMS; MATRIX ALGEBRA; SPECTRUM ANALYSIS;

BEST BASIS METHODS; COIFMAN MEYER BASIS; COVARIANCE MATRIX; GAUSSIAN PROCESS; INVERSE TRANSFORM; LOCALLY STATIONARY PROCESSES; ORTHONORMAL BASIS; PERIODOGRAM; POST CLASSICAL SETTING;

SIGNAL THEORY;

EID: 0029712727     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)