eSOBI_lags: The default set of lag sets for the efficient SOBI estimator

In BSSasymp: Asymptotic Covariance Matrices of Some BSS Mixing and Unmixing Matrix Estimates

The default set of lag sets for the efficient SOBI estimator

Description

The set of lag sets to be used as the default set in function eSOBI.

Usage

taus_def

Details

The object taus_def contains the following lag sets:

taus_def[[1]	1,2,...,12
taus_def[[2]]	1
taus_def[[3]]	1,2
taus_def[[4]]	1,2,3
taus_def[[5]]	1,2,3,4,5
taus_def[[6]]	1,2,...,8
taus_def[[7]]	1,2,...,20
taus_def[[8]]	1,2,...,50
taus_def[[9]]	1,2,...,10,12,...,20
taus_def[[10]]	5,6,...,10,12,...,20,25,...,50
taus_def[[11]]	2,4,...,20
taus_def[[12]]	1,2,3,5,7,11,13,17,19

Author(s)

Jari Miettinen

References

Taskinen, S., Miettinen, J. and Nordhausen, K. (2016), Efficient second order blind identification method for separation of uncorrelated stationary time series, submitted.

See Also

eSOBI

BSSasymp documentation built on April 3, 2025, 11:08 p.m.