A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (Q3103134): Difference between revisions

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Property / DOI: 10.1111/j.1467-9469.2009.00684.x / rank
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Property / author: Jean-Marc Bardet / rank
 
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Property / author: Pierre R. Bertrand / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / OpenAlex ID: W2117419306 / rank
 
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Property / arXiv ID: 0805.0074 / rank
 
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Latest revision as of 16:28, 20 December 2024

scientific article
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A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times
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    A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (English)
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    26 November 2011
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    continuous wavelet transform
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    fractional Brownian motion
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    Gaussian processes observed at random times
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    heartbeat series
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    multiscale fractional Brownian motion
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    non-parametric estimation
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    spectral density
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