A comparsion of estimators for 1/f noise
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Cites work
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
- Fractional differencing
- Maximum likelihood estimation of the parameters of discrete fractionally differenced Gaussian noise process
- Testing for nonlinearity in time series: the method of surrogate data
Cited in
(16)- Generating \(1/f^{\beta}\) noise with a low-dimensional attractor characteristic: Its significance for atomic vibrations in proteins and cognitive data
- Estimating \(1/f^{\alpha}\) scaling exponents from short time-series
- Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet
- Estimation of spectral exponent parameter of \(1/f\) process in additive white background noise
- Fractal analyses for `short' time series: A re-assessment of classical methods
- \(1/f^{\alpha}\) signal synthesis with precision control
- The spectra and periodograms of anti-correlated discrete fractional Gaussian noise
- Surrogate data for hypothesis testing of physical systems
- Fractal dimension of birds population sizes time series
- Catastrophic event phenomena in communication networks: a survey
- A regularised estimator for long-range dependent processes
- Laplace deconvolution with dependent errors: a minimax study
- Temporal fluctuations in the potential energy of proteins: \(1/f^{\alpha}\) noise and diffusion
- An analytic and application to state space reconstruction about chaotic time series
- On \(1/f\) noise
- Modeling long-period noise in kinematic GPS applications
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