Estimation of stationary and non-stationary moving average processes in the correlation domain.
This paper introduces a novel approach for the offline estimation of stationary moving average processes, further extending it to efficient online estimation of non-stationary processes. The novelty lies in a unique technique to solve the autocorrelation function matching problem leveraging that the...
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Main Authors: | Martin Dodek, Eva Miklovičová |
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Format: | Article |
Language: | English |
Published: |
Public Library of Science (PLoS)
2025-01-01
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Series: | PLoS ONE |
Online Access: | https://doi.org/10.1371/journal.pone.0314080 |
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