This study provides new classes of nonseparable space-time covariance functions with spatial (or temporal) margins that belong to the generalized Wendland class of compactly supported covariance ...
We consider estimation of covariance matrices and their inverses (a.k.a. precision matrices) for high-dimensional stationary and locally stationary time series. In the latter case the covariance ...
Blind source separation (BSS) in time series analysis is an established methodology for decomposing aggregated signals into their latent components without prior knowledge of the source ...
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