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