Statistical signal extraction using stable processes

DOI10.1016/J.SPL.2008.11.006zbMATH Open1158.62058OpenAlexW2096025348MaRDI QIDQ1012209FDOQ1012209

Authors: J. Martínez 

Publication date: 15 April 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://dyuthi.cusat.ac.in/purl/2855

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Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

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• Linear prediction of ARMA processes with infinite variance
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• The Kalman-Lévy filter
• Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models

Cited In (7)

• Title not available (Why is that?)
• Editorial: The third special issue on statistical signal extraction and filtering
• Stable autoregressive models and signal estimation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Alpha-stable signals and adaptive filtering
• Title not available (Why is that?)

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