A comparsion of estimators for \(1/f\) noise (Q1963779): Difference between revisions
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Revision as of 09:55, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparsion of estimators for \(1/f\) noise |
scientific article |
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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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