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BSSasymp (version 1.2-4)

eSOBI_lags: 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

Arguments

Author

Jari Miettinen

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

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