A comparsion of estimators for \(1/f\) noise (Q1963779)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A comparsion of estimators for \(1/f\) noise
scientific article

    Statements

    A comparsion of estimators for \(1/f\) noise (English)
    0 references
    0 references
    0 references
    0 references
    8 February 2000
    0 references
    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.
    0 references
    0 references
    noise
    0 references
    time-series
    0 references
    Monte-Carlo approach
    0 references