Intrinsic Random Functions and the Paradox of $1/{\text{f}}$ Noise
From MaRDI portal
Publication:3989037
DOI10.1137/0152014zbMath0748.60043OpenAlexW2086198577MaRDI QIDQ3989037
Publication date: 28 June 1992
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0152014
Related Items
On a class of minimum contrast estimators for fractional stochastic processes and fields ⋮ Estimation of Long Memory in Integrated Variance ⋮ Truncated Hawkes point process modeling: system theory and system identification ⋮ Cointegrated continuous-time linear state-space and MCARMA models ⋮ Nonparametric frequency domain analysis of nonstationary multivariate time series ⋮ ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES ⋮ Log-periodogram regression of two-dimensional intrinsically stationary random fields ⋮ Robust estimation for continuous-time linear models with memory ⋮ A note on processes with random stationary increments ⋮ The trace problem for Toeplitz matrices and operators and its impact in probability ⋮ On the robustness to small trends of parameter estimation for continuous-time stationary models with memory ⋮ Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. ⋮ The Periodogram of fractional processes1 ⋮ Stochastic processes with a particular type of variograms ⋮ VECTOR RANDOM FIELDS WITH LONG-RANGE DEPENDENCE ⋮ Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications ⋮ On least squares estimation for long-memory lattice processes