eSOBI_lags {BSSasymp}

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