Ehsan Yazdian, Saeed Gazor, Mohammad Hasan Bastani, Mohsen Sharifitabar. Eigenvalue Estimation of the Exponentially Windowed Sample Covariance Matrices. IEEE Transactions on Information Theory, 62(7):4300-4311, 2016. [doi]
@article{YazdianGBS16,
title = {Eigenvalue Estimation of the Exponentially Windowed Sample Covariance Matrices},
author = {Ehsan Yazdian and Saeed Gazor and Mohammad Hasan Bastani and Mohsen Sharifitabar},
year = {2016},
doi = {10.1109/TIT.2016.2562001},
url = {http://dx.doi.org/10.1109/TIT.2016.2562001},
researchr = {https://researchr.org/publication/YazdianGBS16},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Information Theory},
volume = {62},
number = {7},
pages = {4300-4311},
}