Statistical inference for oscillation processes
DOI10.1080/02331888.2016.1266985zbMath1369.62222arXiv1412.4912MaRDI QIDQ5276170
Sylvain Le Corff, Jan C. Neddermeyer, Rainer Dahlhaus, Thierry Dumont
Publication date: 14 July 2017
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.4912
time series; statistical inference; electrocardiogram; instantaneous frequencies; phase estimation; Rössler attractor; oscillation process; oscillation pattern; nonparametric curve; Rao-Backwellized particle smoother
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P10: Applications of statistics to biology and medical sciences; meta analysis
37N99: Applications of dynamical systems
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