{"id":"https://openalex.org/W2159582847","doi":"https://doi.org/10.1109/tsp.2010.2053360","title":"Detection of Spatially Correlated Gaussian Time Series","display_name":"Detection of Spatially Correlated Gaussian Time Series","publication_year":2010,"publication_date":"2010-06-25","ids":{"openalex":"https://openalex.org/W2159582847","doi":"https://doi.org/10.1109/tsp.2010.2053360","mag":"2159582847"},"language":"en","primary_location":{"id":"doi:10.1109/tsp.2010.2053360","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2010.2053360","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5058914830","display_name":"David Ram\u00edrez","orcid":"https://orcid.org/0000-0002-6883-7742"},"institutions":[{"id":"https://openalex.org/I13134134","display_name":"Universidad de Cantabria","ror":"https://ror.org/046ffzj20","country_code":"ES","type":"education","lineage":["https://openalex.org/I13134134"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"David Ramirez","raw_affiliation_strings":["Department of Communications Engineering, University of Cantabria, Santander, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Communications Engineering, University of Cantabria, Santander, Spain","institution_ids":["https://openalex.org/I13134134"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5071269640","display_name":"Javier V\u00eda","orcid":"https://orcid.org/0000-0001-7853-0069"},"institutions":[{"id":"https://openalex.org/I13134134","display_name":"Universidad de Cantabria","ror":"https://ror.org/046ffzj20","country_code":"ES","type":"education","lineage":["https://openalex.org/I13134134"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Javier Via","raw_affiliation_strings":["Department of Communications Engineering, University of Cantabria, Santander, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Communications Engineering, University of Cantabria, Santander, Spain","institution_ids":["https://openalex.org/I13134134"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5059078809","display_name":"Ignacio Santamar\u0131\u0301a","orcid":"https://orcid.org/0000-0003-0040-7436"},"institutions":[{"id":"https://openalex.org/I13134134","display_name":"Universidad de Cantabria","ror":"https://ror.org/046ffzj20","country_code":"ES","type":"education","lineage":["https://openalex.org/I13134134"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Ignacio Santamaria","raw_affiliation_strings":["Department of Communications Engineering, University of Cantabria, Santander, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Communications Engineering, University of Cantabria, Santander, Spain","institution_ids":["https://openalex.org/I13134134"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5080469112","display_name":"Louis L. Scharf","orcid":"https://orcid.org/0000-0003-1764-9335"},"institutions":[{"id":"https://openalex.org/I92446798","display_name":"Colorado State University","ror":"https://ror.org/03k1gpj17","country_code":"US","type":"education","lineage":["https://openalex.org/I92446798"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Louis L. Scharf","raw_affiliation_strings":["Departments of Electrical and Computer Engineering and Statistics, Colorado State University, Ft. Collins, CO, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Departments of Electrical and Computer Engineering and Statistics, Colorado State University, Ft. Collins, CO, USA","institution_ids":["https://openalex.org/I92446798"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":10.3353,"has_fulltext":false,"cited_by_count":117,"citation_normalized_percentile":{"value":0.98810063,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":100},"biblio":{"volume":"58","issue":"10","first_page":"5006","last_page":"5015"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11447","display_name":"Blind Source Separation Techniques","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11447","display_name":"Blind Source Separation Techniques","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10640","display_name":"Spectroscopy and Chemometric Analyses","score":0.991599977016449,"subfield":{"id":"https://openalex.org/subfields/1602","display_name":"Analytical Chemistry"},"field":{"id":"https://openalex.org/fields/16","display_name":"Chemistry"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9911999702453613,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7823712825775146},{"id":"https://openalex.org/keywords/covariance-matrix","display_name":"Covariance matrix","score":0.570861279964447},{"id":"https://openalex.org/keywords/hadamard-transform","display_name":"Hadamard transform","score":0.5655794739723206},{"id":"https://openalex.org/keywords/spectral-density","display_name":"Spectral density","score":0.543681800365448},{"id":"https://openalex.org/keywords/multivariate-random-variable","display_name":"Multivariate random variable","score":0.514614462852478},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.4990530014038086},{"id":"https://openalex.org/keywords/likelihood-ratio-test","display_name":"Likelihood-ratio test","score":0.496343195438385},{"id":"https://openalex.org/keywords/covariance-function","display_name":"Covariance function","score":0.4513220191001892},{"id":"https://openalex.org/keywords/diagonal","display_name":"Diagonal","score":0.44725871086120605},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.4395958185195923},{"id":"https://openalex.org/keywords/gaussian-process","display_name":"Gaussian process","score":0.43758833408355713},{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.3898974359035492},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3572050631046295},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.2063290774822235}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7823712825775146},{"id":"https://openalex.org/C185142706","wikidata":"https://www.wikidata.org/wiki/Q1134404","display_name":"Covariance matrix","level":2,"score":0.570861279964447},{"id":"https://openalex.org/C60292330","wikidata":"https://www.wikidata.org/wiki/Q1014065","display_name":"Hadamard transform","level":2,"score":0.5655794739723206},{"id":"https://openalex.org/C168110828","wikidata":"https://www.wikidata.org/wiki/Q1331626","display_name":"Spectral density","level":2,"score":0.543681800365448},{"id":"https://openalex.org/C138405894","wikidata":"https://www.wikidata.org/wiki/Q3179949","display_name":"Multivariate random variable","level":3,"score":0.514614462852478},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.4990530014038086},{"id":"https://openalex.org/C9483764","wikidata":"https://www.wikidata.org/wiki/Q585740","display_name":"Likelihood-ratio test","level":2,"score":0.496343195438385},{"id":"https://openalex.org/C137250428","wikidata":"https://www.wikidata.org/wiki/Q5178897","display_name":"Covariance function","level":3,"score":0.4513220191001892},{"id":"https://openalex.org/C130367717","wikidata":"https://www.wikidata.org/wiki/Q189791","display_name":"Diagonal","level":2,"score":0.44725871086120605},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4395958185195923},{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.43758833408355713},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.3898974359035492},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3572050631046295},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.2063290774822235},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tsp.2010.2053360","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2010.2053360","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":38,"referenced_works":["https://openalex.org/W65255600","https://openalex.org/W210359992","https://openalex.org/W641242542","https://openalex.org/W1578953027","https://openalex.org/W1618478980","https://openalex.org/W1899585731","https://openalex.org/W1999640431","https://openalex.org/W2014101702","https://openalex.org/W2045463928","https://openalex.org/W2052087476","https://openalex.org/W2073001114","https://openalex.org/W2073839155","https://openalex.org/W2092892296","https://openalex.org/W2096710051","https://openalex.org/W2101478599","https://openalex.org/W2102605525","https://openalex.org/W2124469495","https://openalex.org/W2132105090","https://openalex.org/W2134396534","https://openalex.org/W2136816673","https://openalex.org/W2138255796","https://openalex.org/W2139346967","https://openalex.org/W2144940556","https://openalex.org/W2149329249","https://openalex.org/W2152121970","https://openalex.org/W2154449558","https://openalex.org/W2155722796","https://openalex.org/W2165312451","https://openalex.org/W2291948167","https://openalex.org/W2312497442","https://openalex.org/W2478708596","https://openalex.org/W2797638056","https://openalex.org/W4243833160","https://openalex.org/W4254848196","https://openalex.org/W4297970789","https://openalex.org/W4302078450","https://openalex.org/W6673544412","https://openalex.org/W6806823677"],"related_works":["https://openalex.org/W1971337326","https://openalex.org/W3096432517","https://openalex.org/W2041949274","https://openalex.org/W2169606010","https://openalex.org/W2963885072","https://openalex.org/W2375962503","https://openalex.org/W2018453182","https://openalex.org/W2060441072","https://openalex.org/W4299605224","https://openalex.org/W2060696366"],"abstract_inverted_index":{"This":[0],"work":[1],"addresses":[2],"the":[3,61,70,73,76,82,99,108,113,119,122,125,129,142,169,187,199,212,216,224,227],"problem":[4,36],"of":[5,10,12,37,47,75,84,98,107,115,121,124,128,198,211,219,226,234],"deciding":[6,38],"whether":[7],"a":[8,13,35,105,116,164,176,196,208],"set":[9],"realizations":[11],"vector-valued":[14,146,170,177],"time":[15,178,185,221],"series":[16,179],"with":[17,180],"unknown":[18],"temporal":[19,181],"correlation":[20],"are":[21],"spatially":[22],"correlated":[23],"or":[24],"not.":[25],"For":[26,183],"wide":[27],"sense":[28],"stationary":[29],"(WSS)":[30],"Gaussian":[31,56],"processes,":[32,91],"this":[33,152],"is":[34,67,102,138,155,173,230],"between":[39,72,112],"two":[40],"different":[41],"power":[42,131],"spectral":[43,132],"density":[44,133],"matrices,":[45],"one":[46],"them":[48],"diagonal.":[49],"Specifically,":[50],"we":[51,92],"show":[52],"that":[53],"for":[54,89,145],"arbitrary":[55],"processes":[57],"(not":[58],"necessarily":[59],"WSS)":[60],"generalized":[62],"likelihood":[63],"ratio":[64,110,137],"test":[65,166],"(GLRT)":[66],"given":[68,103],"by":[69,104,175,232],"quotient":[71],"determinant":[74,83,114],"sample":[77],"space-time":[78],"covariance":[79],"matrix":[80,117],"and":[81,118],"its":[85],"block-diagonal":[86],"version.":[87],"Furthermore,":[88],"WSS":[90],"present":[93],"an":[94],"asymptotic":[95],"frequency-domain":[96],"approximation":[97],"GLRT":[100,143],"which":[101,206],"function":[106,197],"Hadamard":[109,136,158],"(quotient":[111],"product":[120],"elements":[123],"main":[126],"diagonal)":[127],"estimated":[130],"matrix.":[134],"The":[135],"known":[139],"to":[140,215],"be":[141,161,193],"detector":[144,191],"random":[147,171],"variables":[148],"and,":[149],"therefore,":[150],"what":[151],"paper":[153],"shows":[154],"how":[156],"frequency-dependent":[157],"ratios":[159],"must":[160],"merged":[162],"into":[163],"single":[165],"statistic":[167],"when":[168],"variable":[172],"replaced":[174],"correlation.":[182],"bivariate":[184],"series,":[186],"derived":[188],"frequency":[189],"domain":[190],"can":[192],"rewritten":[194],"as":[195],"well-known":[200],"magnitude":[201],"squared":[202],"coherence":[203],"(MSC)":[204],"spectrum,":[205],"suggests":[207],"straightforward":[209],"extension":[210],"MSC":[213],"spectrum":[214],"general":[217],"case":[218],"multivariate":[220],"series.":[222],"Finally,":[223],"performance":[225],"proposed":[228],"method":[229],"illustrated":[231],"means":[233],"simulations.":[235]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":8},{"year":2019,"cited_by_count":15},{"year":2018,"cited_by_count":9},{"year":2017,"cited_by_count":9},{"year":2016,"cited_by_count":7},{"year":2015,"cited_by_count":9},{"year":2014,"cited_by_count":13},{"year":2013,"cited_by_count":9},{"year":2012,"cited_by_count":11}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
