Maciej Niedzwiecki, Marcin Ciolek, Yoshinobu Kajikawa. On adaptive covariance and spectrum estimation of locally stationary multivariate processes. Automatica, 82:1-12, 2017. [doi]
@article{NiedzwieckiCK17,
title = {On adaptive covariance and spectrum estimation of locally stationary multivariate processes},
author = {Maciej Niedzwiecki and Marcin Ciolek and Yoshinobu Kajikawa},
year = {2017},
doi = {10.1016/j.automatica.2017.04.033},
url = {https://doi.org/10.1016/j.automatica.2017.04.033},
researchr = {https://researchr.org/publication/NiedzwieckiCK17},
cites = {0},
citedby = {0},
journal = {Automatica},
volume = {82},
pages = {1-12},
}