Applications of the empirical characteristic function to estimation and detection problems

DOI10.1016/S0165-1684(97)00219-3MaRDI QIDQ1129058zbMATH OpenFDO

Authors Jacek Ilow, Dimitrios Hatzinakos

Publication date 13 August 1998

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0165-1684(97)00219-3

zbMATH Keywords

\(\alpha\)-stable and \(K\)-distributionsCharacteristic functionDetection estimation

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13)

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• EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION
• An end-to-end deep learning approach for extracting stochastic dynamical systems with -stable Lévy noise
• Consistent tests for symmetric stability with finite mean based on the empirical characteristic function
• Nonparametric probability weighted empirical characteristic function and applications

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