Estimation of time series noise covariance using correlation technology
Tao MA
Jie CHEN
Zhihong PENG
Wenjie CHEN
Keywords：Time seriesCorrelation technologyCovariance estimationLeast-square method
Publication Date：2011-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：6( 165-170 )