A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times (Q3103134)
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scientific article; zbMATH DE number 5981176
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| English | A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times |
scientific article; zbMATH DE number 5981176 |
Statements
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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0.8130625486373901
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0.8130625486373901
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0.7971499562263489
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0.7954553365707397
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