A comparsion of estimators for \(1/f\) noise (Q1963779): Difference between revisions

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Property / reviewed by: Messoud A. Efendiev / rank
 
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Property / describes a project that uses: longmemo / rank
 
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Property / cites work: ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY / rank
 
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Property / cites work: Maximum likelihood estimation of the parameters of discrete fractionally differenced Gaussian noise process / rank
 
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Property / cites work: Q4865042 / rank
 
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Property / cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING / rank
 
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Latest revision as of 11:44, 29 May 2024

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A comparsion of estimators for \(1/f\) noise
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    A comparsion of estimators for \(1/f\) noise (English)
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    8 February 2000
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    This paper is devoted to a generic mechanism for physiological \(1/f\) noise. The authors use a Monte-Carlo approach to study the performance of five different time-series estimators of the exponent \(\alpha\) in \(1/f^\alpha\) noise. The main observation of the authors is that usually useful estimates of \(\alpha\) can be made from time series much shorter than generally presumed.
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    noise
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    time-series
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    Monte-Carlo approach
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