A Unified Formulation of Gaussian Versus Sparse Stochastic Processes—Part II: Discrete-Domain Theory

DOI10.1109/TIT.2014.2311903zbMath1360.60078OpenAlexW1975302208MaRDI QIDQ2986420

Michael Unser, Hagai Kirshner, Arash A. Amini, Pouya Dehghani Tafti

Publication date: 16 May 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2014.2311903

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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