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Wavelet-Variance-Based Estimation for Composite Stochastic Processes
This article presents a new estimation method for the parameters of a time series model. We consider here composite Gaussian processes that are the sum of independent Gaussian processes which, in turn, explain an important aspect of the time series, as is the case in engineering and natural sciences...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Taylor & Francis
2013
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3805447/ https://www.ncbi.nlm.nih.gov/pubmed/24174689 http://dx.doi.org/10.1080/01621459.2013.799920 |