More on Estimation of Banded and Banded Toeplitz Covariance Matrices

Report, Other literature type English OPEN
Berntsson, Fredrik; Singull, Martin;
(2017)

In this paper we consider two different linear covariance structures, e.g., banded and bended Toeplitz, and how to estimate them using different methods, e.g., by minimizing different norms. One way to estimate the parameters in a linear covariance structure is to use t... View more
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