TY  - JOUR
AU  - Mera Rivas, María Eugenia
AU  - Morán Cabré, Manuel
PY  - 2013
SN  - 0022-4715
UR  - https://hdl.handle.net/20.500.14352/42972
T2  - Journal of Statistical Physiscs
AB  - We estimate the covariance matrix of the errors in several dynamically coupled time series corrupted by measurement errors. We say that several scalar time series are dynamically coupled if they record the values of measurements of the state variables...
LA  - eng
M2  - 375
PB  - Springer Nature
KW  - Measurement error models
KW  - Noise reduction
KW  - Error covariance matrix estimation
KW  - Dynamical coupling
KW  - Local projection methods.
TI  - Error covariance matrix estimation of noisy and dynamically coupled time series.
TY  - journal article
VL  - 150
ER  -