Adaptive covariance estimation of locally stationary processes

Annals of Statistics

Volumn 26, Issue 1, 1998, Pages 1-47

  Mallat, Stéphane ^a   Papanicolaou, George ^b   Zhang, Zhifeng ^b  

^a ECOLE POLYTECHNIQUE   (France)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Adaptive covariance estimation; Approximate Karhunen Loeve basis; Local cosine bases; Locally stationary processes

Indexed keywords

EID: 0032378343     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1030563977     Document Type: Article

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